+521.5%
VALE vs FFIV
+239.4%
+282.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.6% | -2.1% |
| 7D | -1.8% | +3.5% | -5.3% | -3.0% |
| 30D | +6.7% | -1.3% | +8.0% | +6.9% |
| 3M | +4.9% | +2.4% | +2.5% | +3.4% |
| 6M | +3.6% | +41.8% | -38.2% | -9.8% |
| YTD | +21.9% | +58.5% | -36.6% | +1.2% |
| 1Y | +61.6% | +24.3% | +37.2% | +45.8% |
| 3Y | +52.1% | +152.0% | -99.9% | +0.1% |
| 5Y | +43.2% | +99.1% | -55.9% | -0.4% |
| 10Y | +521.5% | +242.8% | +278.8% | +211.4% |
| All | +521.5% | +239.4% | +282.1% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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