+89.8%
FTNT vs VALE
+35.2%
+54.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +7.1% | -3.2% | +10.2% | +7.7% |
| 30D | -30.9% | -15.1% | -15.8% | -28.9% |
| 3M | -23.1% | -18.7% | -4.4% | -20.5% |
| 6M | +8.1% | -31.5% | +39.6% | +15.1% |
| YTD | +60.2% | -11.4% | +71.6% | +61.2% |
| 1Y | +57.0% | -1.9% | +58.9% | +54.6% |
| 3Y | +152.9% | +1.7% | +151.2% | +144.2% |
| All | +89.8% | +35.2% | +54.6% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling