+36.6%
VALE vs FICO
+99.8%
-63.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.4% | +0.8% |
| 7D | +1.6% | -19.2% | +20.8% | +2.9% |
| 30D | +5.1% | -14.6% | +19.7% | +6.0% |
| 3M | -0.4% | -20.1% | +19.7% | +0.5% |
| 6M | -2.2% | -36.3% | +34.1% | +0.3% |
| YTD | +20.5% | -44.9% | +65.4% | +25.2% |
| 1Y | +61.2% | -38.6% | +99.8% | +64.5% |
| 3Y | +43.1% | +4.0% | +39.2% | +33.2% |
| All | +36.6% | +99.8% | -63.2% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling