+108.7%
VALE vs FANG
+1,412.9%
-1,304.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -0.3% | +2.9% | -3.1% | -1.1% |
| 30D | +8.6% | +2.6% | +6.0% | +7.7% |
| 3M | +2.0% | +7.6% | -5.6% | -0.8% |
| 6M | +2.1% | +17.3% | -15.2% | -4.3% |
| YTD | +20.2% | +38.7% | -18.5% | +6.6% |
| 1Y | +55.2% | +51.6% | +3.5% | +33.3% |
| 3Y | +45.9% | +50.0% | -4.1% | +22.0% |
| 5Y | +41.4% | +237.6% | -196.2% | -10.5% |
| 10Y | +513.1% | +180.7% | +332.4% | +237.8% |
| All | +108.7% | +1,412.9% | -1,304.1% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling