+204.8%
VALE vs FDS
+127.7%
+77.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -3.2% | +1.5% | -4.7% | -3.6% |
| 30D | -15.1% | +14.8% | -29.9% | -18.7% |
| 3M | -18.7% | +16.3% | -35.0% | -23.0% |
| 6M | -31.5% | +66.2% | -97.7% | -43.7% |
| YTD | -11.4% | +16.2% | -27.7% | -18.2% |
| 1Y | -1.9% | +21.8% | -23.7% | -11.6% |
| 3Y | +1.7% | -23.9% | +25.6% | +10.0% |
| 5Y | +35.4% | -23.1% | +58.5% | +41.6% |
| All | +204.8% | +127.7% | +77.2% | +97.9% |
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