+202.4%
VALE vs FE
+110.9%
+91.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +5.5% | -0.5% | +6.0% | +5.6% |
| 30D | -15.0% | +4.3% | -19.3% | -16.1% |
| 3M | -20.0% | +0.4% | -20.4% | -20.2% |
| 6M | -28.4% | +6.9% | -35.3% | -30.1% |
| YTD | -8.6% | +8.0% | -16.6% | -11.2% |
| 1Y | +2.0% | +4.8% | -2.9% | 0.0% |
| 3Y | +4.1% | +49.0% | -44.9% | -10.0% |
| 5Y | +46.4% | +46.2% | +0.2% | +26.5% |
| 10Y | +202.4% | +120.9% | +81.5% | +187.4% |
| All | +202.4% | +110.9% | +91.5% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling