+237.7%
VALE vs FICO
+512.2%
-274.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +1.8% | -0.9% | +2.7% | +1.9% |
| 30D | -14.8% | +3.3% | -18.2% | -16.0% |
| 3M | -19.0% | -31.7% | +12.7% | -13.8% |
| 6M | -27.7% | -34.0% | +6.3% | -23.7% |
| YTD | -8.5% | -58.3% | +49.8% | +7.2% |
| 1Y | +2.6% | -57.9% | +60.6% | +19.6% |
| 3Y | +4.0% | -24.1% | +28.1% | -8.1% |
| 5Y | +51.2% | +85.3% | -34.1% | -14.0% |
| All | +237.7% | +512.2% | -274.5% | -1.4% |
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