+9,374.7%
FTNT vs VALE
+47.8%
+9,326.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.3% |
| 7D | -2.7% | +2.9% | -5.6% | -3.4% |
| 30D | -1.4% | +8.8% | -10.2% | -3.3% |
| 3M | +10.1% | +6.8% | +3.3% | +8.3% |
| 6M | +88.2% | +6.9% | +81.3% | +84.3% |
| YTD | +98.3% | +22.8% | +75.5% | +87.6% |
| 1Y | +96.0% | +61.3% | +34.7% | +74.4% |
| 3Y | +145.8% | +53.3% | +92.5% | +117.7% |
| 5Y | +154.6% | +44.9% | +109.8% | +121.6% |
| 10Y | +2,063.6% | +486.8% | +1,576.9% | +1,163.6% |
| All | +9,374.7% | +47.8% | +9,326.9% | +8,275.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling