+202.4%
VALE vs FICO
+535.6%
-333.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.2% | -3.5% |
| 7D | +5.5% | +0.9% | +4.6% | +5.2% |
| 30D | -15.0% | +9.4% | -24.4% | -17.2% |
| 3M | -20.0% | -30.4% | +10.4% | -15.2% |
| 6M | -28.4% | -35.1% | +6.7% | -23.9% |
| YTD | -8.6% | -56.8% | +48.2% | +6.3% |
| 1Y | +2.0% | -58.4% | +60.4% | +19.7% |
| 3Y | +4.1% | -26.7% | +30.8% | -6.4% |
| 5Y | +46.4% | +88.0% | -41.6% | -16.8% |
| 10Y | +202.4% | +545.7% | -343.3% | -20.6% |
| All | +202.4% | +535.6% | -333.2% | -20.6% |
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