+49.7%
VALE vs FFIV
+42.4%
+7.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.1% | +2.9% |
| 7D | +5.6% | -2.1% | +7.7% | +5.9% |
| 30D | -12.1% | -33.8% | +21.7% | -5.7% |
| 3M | -16.3% | -20.6% | +4.3% | -13.3% |
| 6M | -26.0% | -10.2% | -15.7% | -25.3% |
| YTD | -5.5% | +24.5% | -30.0% | -11.3% |
| 1Y | +6.7% | +29.3% | -22.6% | -0.7% |
| 3Y | +10.2% | +103.8% | -93.6% | -9.6% |
| 5Y | +49.7% | +40.9% | +8.9% | +21.4% |
| All | +49.7% | +42.4% | +7.3% | +21.4% |
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 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