+204.8%
VALE vs FFIV
+118.6%
+86.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | +0.4% |
| 7D | -3.2% | -0.5% | -2.6% | -3.0% |
| 30D | -15.1% | -32.4% | +17.3% | -4.2% |
| 3M | -18.7% | -25.7% | +7.0% | -11.7% |
| 6M | -31.5% | -13.5% | -18.0% | -29.8% |
| YTD | -11.4% | +21.1% | -32.5% | -20.7% |
| 1Y | -1.9% | +29.4% | -31.3% | -14.5% |
| 3Y | +1.7% | +94.9% | -93.2% | -28.4% |
| 5Y | +35.4% | +34.7% | +0.7% | +8.7% |
| All | +204.8% | +118.6% | +86.2% | +79.6% |
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