-23.6%
FPS vs VALE
-30.4%
+6.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.6% | -7.3% | -8.5% |
| 7D | +21.6% | -1.5% | +23.1% | +23.2% |
| 30D | -38.8% | -15.6% | -23.1% | -32.0% |
| 3M | -42.1% | -19.5% | -22.6% | -34.5% |
| 6M | -48.5% | -31.9% | -16.6% | -35.1% |
| All | -23.6% | -30.4% | +6.8% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling