+221.8%
FXI vs VALE
+748.4%
-526.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +1.0% | +1.6% | -0.6% | +0.3% |
| 30D | -0.6% | +5.1% | -5.7% | -2.7% |
| 3M | +1.9% | -0.4% | +2.3% | +1.5% |
| 6M | -0.2% | -2.2% | +2.0% | -0.3% |
| YTD | -5.6% | +20.5% | -26.1% | -14.1% |
| 1Y | -4.7% | +61.2% | -65.8% | -23.4% |
| 3Y | +38.0% | +43.1% | -5.1% | +15.5% |
| 5Y | -2.7% | +34.0% | -36.6% | -20.3% |
| 10Y | +19.9% | +469.7% | -449.8% | -56.9% |
| All | +221.8% | +748.4% | -526.6% | -7.6% |
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 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