+44.9%
VALE vs FFIV
+92.2%
-47.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +2.9% | -1.5% | +4.5% | +3.2% |
| 30D | +8.8% | -2.7% | +11.4% | +9.2% |
| 3M | +6.8% | -1.7% | +8.4% | +6.8% |
| 6M | +6.9% | +36.1% | -29.2% | +0.2% |
| YTD | +22.8% | +52.6% | -29.8% | +12.2% |
| 1Y | +61.3% | +21.5% | +39.7% | +53.8% |
| 3Y | +53.3% | +142.7% | -89.4% | +24.1% |
| 5Y | +44.9% | +92.6% | -47.7% | +12.6% |
| All | +44.9% | +92.2% | -47.3% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling