+4.1%
VALE vs FDS
-24.9%
+29.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.3% |
| 7D | +5.5% | -2.0% | +7.5% | +5.5% |
| 30D | -15.0% | +13.5% | -28.5% | -15.0% |
| 3M | -20.0% | +15.2% | -35.2% | -20.0% |
| 6M | -28.4% | +47.0% | -75.4% | -29.0% |
| YTD | -8.6% | +13.9% | -22.5% | -7.4% |
| 1Y | +2.0% | +25.2% | -23.2% | +1.5% |
| 3Y | +4.1% | -25.3% | +29.4% | +13.2% |
| All | +4.1% | -24.9% | +29.0% | +13.2% |
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