+53.3%
VALE vs FDS
-30.4%
+83.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +2.0% |
| 7D | +2.9% | -5.4% | +8.3% | +3.0% |
| 30D | +8.8% | +1.6% | +7.2% | +8.7% |
| 3M | +6.8% | +17.7% | -11.0% | +6.2% |
| 6M | +6.9% | +29.1% | -22.2% | +5.3% |
| YTD | +22.8% | +1.0% | +21.9% | +24.3% |
| 1Y | +61.3% | -21.6% | +82.9% | +73.6% |
| 3Y | +53.3% | -30.1% | +83.4% | +67.7% |
| All | +53.3% | -30.4% | +83.7% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling