+1,702.7%
VALE vs FE
+325.4%
+1,377.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.5% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | -14.8% | +5.2% | -20.0% | -17.3% |
| 3M | -19.0% | 0.0% | -19.0% | -19.2% |
| 6M | -27.7% | +5.0% | -32.8% | -30.1% |
| YTD | -8.5% | +7.9% | -16.4% | -13.1% |
| 1Y | +2.6% | +6.3% | -3.7% | -1.8% |
| 3Y | +4.0% | +46.0% | -42.0% | -18.4% |
| 5Y | +51.2% | +45.6% | +5.6% | +16.0% |
| 10Y | +263.0% | +109.3% | +153.7% | +96.4% |
| All | +1,702.7% | +325.4% | +1,377.3% | +875.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling