-1.9%
VALE vs FBTC
-32.9%
+31.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.2% |
| 7D | -3.2% | -9.2% | +6.0% | -1.3% |
| 30D | -15.1% | -15.8% | +0.7% | -12.1% |
| 3M | -18.7% | +8.7% | -27.4% | -20.7% |
| 6M | -31.5% | -13.6% | -17.9% | -30.1% |
| YTD | -11.4% | -21.5% | +10.0% | -9.0% |
| 1Y | -1.9% | -29.9% | +28.1% | +3.2% |
| All | -1.9% | -32.9% | +31.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 1y: compounded portfolio wealth divided by compounded FBTC 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…
1y analysis · Full analysis span regression · 6 months rolling