+1,645.1%
VALE vs FDS
+1,637.0%
+8.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -3.2% | +1.5% | -4.7% | -3.8% |
| 30D | -15.1% | +14.8% | -29.9% | -20.6% |
| 3M | -18.7% | +16.3% | -35.0% | -25.3% |
| 6M | -31.5% | +66.2% | -97.7% | -48.5% |
| YTD | -11.4% | +16.2% | -27.7% | -23.2% |
| 1Y | -1.9% | +21.8% | -23.7% | -17.4% |
| 3Y | +1.7% | -23.9% | +25.6% | +5.2% |
| 5Y | +35.4% | -23.1% | +58.5% | +34.6% |
| 10Y | +204.8% | +128.7% | +76.1% | +60.9% |
| All | +1,645.1% | +1,637.0% | +8.2% | +349.8% |
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