+43.2%
VALE vs FDS
-23.5%
+66.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.5% |
| 7D | -1.8% | -8.8% | +6.9% | -1.2% |
| 30D | +6.7% | -1.4% | +8.0% | +6.7% |
| 3M | +4.9% | +13.9% | -9.0% | +3.4% |
| 6M | +3.6% | +27.4% | -23.8% | +0.4% |
| YTD | +21.9% | -2.5% | +24.3% | +22.6% |
| 1Y | +61.6% | -23.8% | +85.3% | +70.9% |
| 3Y | +52.1% | -32.5% | +84.6% | +64.4% |
| 5Y | +43.2% | -23.2% | +66.4% | +52.4% |
| All | +43.2% | -23.5% | +66.6% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling