+491.2%
VALE vs FDS
+66.9%
+424.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.8% | +4.8% | +0.8% |
| 7D | -0.2% | -16.0% | +15.8% | +5.2% |
| 30D | +9.7% | -6.7% | +16.5% | +11.7% |
| 3M | +5.3% | +6.0% | -0.7% | +1.6% |
| 6M | +0.5% | +25.1% | -24.5% | -9.9% |
| YTD | +20.6% | -8.1% | +28.8% | +20.2% |
| 1Y | +57.6% | -26.0% | +83.6% | +70.5% |
| 3Y | +50.6% | -36.4% | +87.0% | +71.0% |
| 5Y | +41.8% | -27.7% | +69.6% | +44.4% |
| All | +491.2% | +66.9% | +424.3% | +290.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling