+2.0%
VALE vs FE
+6.0%
-4.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +5.5% | -0.5% | +6.0% | +5.5% |
| 30D | -15.0% | +4.3% | -19.3% | -15.2% |
| 3M | -20.0% | +0.4% | -20.4% | -20.0% |
| 6M | -28.4% | +6.9% | -35.3% | -28.9% |
| YTD | -8.6% | +8.0% | -16.6% | -6.6% |
| 1Y | +2.0% | +4.8% | -2.9% | +3.7% |
| All | +2.0% | +6.0% | -4.1% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling