-7.0%
FXI vs VALE
+40.1%
-47.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.2% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -3.7% | +9.7% | -13.4% | -7.3% |
| 3M | -0.4% | +5.3% | -5.7% | -3.0% |
| 6M | -5.4% | +0.5% | -6.0% | -6.5% |
| YTD | -9.6% | +20.6% | -30.2% | -17.9% |
| 1Y | -11.9% | +57.6% | -69.5% | -29.0% |
| 3Y | +37.8% | +50.6% | -12.7% | +11.7% |
| 5Y | -7.0% | +41.8% | -48.9% | -23.6% |
| All | -7.0% | +40.1% | -47.2% | -23.6% |
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