+2,275.1%
VALE vs FDS
+1,476.5%
+798.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | +1.3% |
| 7D | +1.6% | -1.9% | +3.5% | +2.4% |
| 30D | +5.1% | +9.0% | -3.9% | +0.6% |
| 3M | -0.4% | +18.9% | -19.3% | -10.2% |
| 6M | -2.2% | +35.1% | -37.3% | -18.9% |
| YTD | +20.5% | +5.5% | +15.0% | +10.7% |
| 1Y | +61.2% | -16.8% | +78.0% | +63.9% |
| 3Y | +43.1% | -28.1% | +71.2% | +53.4% |
| 5Y | +34.0% | -17.4% | +51.4% | +28.2% |
| 10Y | +469.7% | +85.4% | +384.2% | +238.0% |
| All | +2,275.1% | +1,476.5% | +798.5% | +548.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling