+155.8%
FTNT vs VALE
+40.1%
+115.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.2% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | -1.9% | +9.7% | -11.6% | -3.6% |
| 3M | +14.4% | +5.3% | +9.1% | +13.2% |
| 6M | +88.7% | +0.5% | +88.1% | +87.4% |
| YTD | +100.0% | +20.6% | +79.4% | +91.2% |
| 1Y | +99.9% | +57.6% | +42.3% | +81.2% |
| 3Y | +147.9% | +50.6% | +97.4% | +123.6% |
| 5Y | +155.8% | +41.8% | +114.0% | +141.9% |
| All | +155.8% | +40.1% | +115.7% | +141.9% |
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