+204.8%
VALE vs FICO
+527.0%
-322.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -3.2% | +2.2% | -5.4% | -3.7% |
| 30D | -15.1% | +0.1% | -15.1% | -15.4% |
| 3M | -18.7% | -35.2% | +16.5% | -12.2% |
| 6M | -31.5% | -32.4% | +0.9% | -28.0% |
| YTD | -11.4% | -57.4% | +46.0% | +3.4% |
| 1Y | -1.9% | -58.5% | +56.7% | +15.3% |
| 3Y | +1.7% | -28.9% | +30.5% | -7.7% |
| 5Y | +35.4% | +91.7% | -56.3% | -24.1% |
| All | +204.8% | +527.0% | -322.2% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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