+51.8%
FTNT vs VALE
+3.0%
+48.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.6% |
| 7D | -25.7% | -0.3% | -25.3% | -25.6% |
| 30D | -29.7% | -19.2% | -10.5% | -29.0% |
| 3M | -23.1% | -20.7% | -2.4% | -22.5% |
| 6M | +45.0% | -25.8% | +70.8% | +46.1% |
| YTD | +62.9% | -9.8% | +72.7% | +58.6% |
| 1Y | +51.8% | +3.7% | +48.2% | +39.2% |
| All | +51.8% | +3.0% | +48.8% | +39.2% |
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