+2,072.5%
FTNT vs VALE
+526.3%
+1,546.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | -0.1% | -0.3% | +0.1% | -0.1% |
| 30D | -3.0% | +8.6% | -11.6% | -4.7% |
| 3M | +7.6% | +2.0% | +5.6% | +6.9% |
| 6M | +87.0% | +2.1% | +84.8% | +85.0% |
| YTD | +96.5% | +20.2% | +76.3% | +87.0% |
| 1Y | +92.9% | +55.2% | +37.8% | +73.6% |
| 3Y | +139.8% | +45.9% | +94.0% | +115.3% |
| 5Y | +151.3% | +41.4% | +109.9% | +120.7% |
| All | +2,072.5% | +526.3% | +1,546.1% | +1,361.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling