+45.9%
VALE vs FANG
+45.3%
+0.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -0.3% | +2.9% | -3.1% | -0.7% |
| 30D | +8.6% | +2.6% | +6.0% | +8.1% |
| 3M | +2.0% | +7.6% | -5.6% | +0.6% |
| 6M | +2.1% | +17.3% | -15.2% | -1.9% |
| YTD | +20.2% | +38.7% | -18.5% | +10.9% |
| 1Y | +55.2% | +51.6% | +3.5% | +39.7% |
| 3Y | +45.9% | +50.0% | -4.1% | +29.6% |
| All | +45.9% | +45.3% | +0.6% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 3y: compounded portfolio wealth divided by compounded FANG 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…
3y analysis · Full analysis span regression · 6 months rolling