+204.8%
VALE vs FHN
+81.8%
+123.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -3.2% | +2.1% | -5.3% | -3.9% |
| 30D | -15.1% | +3.8% | -18.9% | -16.2% |
| 3M | -18.7% | -8.9% | -9.8% | -16.2% |
| 6M | -31.5% | +1.8% | -33.3% | -32.2% |
| YTD | -11.4% | +0.6% | -12.0% | -12.1% |
| 1Y | -1.9% | +12.9% | -14.8% | -6.5% |
| 3Y | +1.7% | +126.4% | -124.7% | -27.6% |
| 5Y | +35.4% | +62.3% | -26.9% | -0.7% |
| All | +204.8% | +81.8% | +123.0% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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