+1,645.1%
VALE vs FCEL
-100.0%
+1,745.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.1% |
| 3M | -18.7% | -52.4% | +33.7% | -13.5% |
| 6M | -31.5% | -51.4% | +19.9% | -30.1% |
| YTD | -11.4% | +32.4% | -43.9% | -21.5% |
| 1Y | -1.9% | +37.5% | -39.4% | -13.9% |
| 3Y | +1.7% | -69.3% | +71.0% | -5.4% |
| 5Y | +35.4% | -97.1% | +132.6% | +54.9% |
| 10Y | +204.8% | -99.1% | +304.0% | +177.6% |
| All | +1,645.1% | -100.0% | +1,745.1% | +1,980.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling