+43.6%
VALE vs FE
+42.2%
+1.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.6% |
| 7D | +1.8% | -1.0% | +2.8% | +2.0% |
| 30D | -14.8% | +4.1% | -19.0% | -15.9% |
| 3M | -19.0% | -1.0% | -18.0% | -18.9% |
| 6M | -27.7% | +4.0% | -31.7% | -28.8% |
| YTD | -8.5% | +6.8% | -15.3% | -10.7% |
| 1Y | +2.6% | +5.3% | -2.7% | +0.6% |
| 3Y | +4.0% | +44.6% | -40.5% | -10.1% |
| All | +43.6% | +42.2% | +1.4% | +20.1% |
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