+44.9%
VALE vs FE
+48.2%
-3.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | +8.8% | -2.1% | +10.9% | +9.4% |
| 3M | +6.8% | +2.6% | +4.1% | +5.8% |
| 6M | +6.9% | -6.8% | +13.7% | +8.9% |
| YTD | +22.8% | +6.9% | +15.9% | +20.1% |
| 1Y | +61.3% | +11.6% | +49.7% | +55.4% |
| 3Y | +53.3% | +47.7% | +5.6% | +32.8% |
| 5Y | +44.9% | +46.2% | -1.4% | +33.6% |
| All | +44.9% | +48.2% | -3.3% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling