+10.2%
VALE vs FICO
-19.7%
+29.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.6% | +3.2% |
| 7D | +5.6% | -0.1% | +5.6% | +5.6% |
| 30D | -12.1% | +8.4% | -20.5% | -12.3% |
| 3M | -16.3% | -30.5% | +14.2% | -15.8% |
| 6M | -26.0% | -35.7% | +9.8% | -25.6% |
| YTD | -5.5% | -57.2% | +51.7% | -3.3% |
| 1Y | +6.7% | -58.4% | +65.1% | +9.4% |
| 3Y | +10.2% | -24.8% | +35.0% | -5.9% |
| All | +10.2% | -19.7% | +29.9% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling