+37.8%
VALE vs FCEL
-97.2%
+135.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.0% | -0.1% |
| 7D | -3.2% | -2.8% | -0.4% | -3.0% |
| 30D | -15.1% | -31.6% | +16.6% | -12.9% |
| 3M | -18.7% | -52.4% | +33.7% | -14.9% |
| 6M | -31.5% | -51.4% | +19.9% | -30.4% |
| YTD | -11.4% | +32.4% | -43.9% | -19.1% |
| 1Y | -1.9% | +37.5% | -39.4% | -11.1% |
| 3Y | +1.7% | -69.3% | +71.0% | -2.5% |
| All | +37.8% | -97.2% | +135.0% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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