+43.2%
VALE vs FCEL
-90.4%
+133.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.7% | +5.9% | -0.3% |
| 7D | -1.8% | +15.1% | -16.9% | -3.0% |
| 30D | +6.7% | -16.4% | +23.1% | +7.6% |
| 3M | +4.9% | -5.3% | +10.2% | +2.8% |
| 6M | +3.6% | +124.5% | -120.9% | -8.1% |
| YTD | +21.9% | +126.7% | -104.8% | +7.4% |
| 1Y | +61.6% | +219.9% | -158.3% | +35.5% |
| 3Y | +52.1% | -61.6% | +113.8% | +44.9% |
| 5Y | +43.2% | -90.5% | +133.7% | +54.2% |
| All | +43.2% | -90.4% | +133.6% | +54.2% |
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