+204.8%
VALE vs FITB
+212.2%
-7.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | -3.2% | +2.8% | -5.9% | -4.3% |
| 30D | -15.1% | +9.8% | -24.9% | -18.5% |
| 3M | -18.7% | -5.2% | -13.5% | -17.0% |
| 6M | -31.5% | +17.3% | -48.8% | -36.3% |
| YTD | -11.4% | +19.3% | -30.7% | -18.6% |
| 1Y | -1.9% | +32.7% | -34.5% | -13.8% |
| 3Y | +1.7% | +141.6% | -139.9% | -33.5% |
| 5Y | +35.4% | +48.9% | -13.4% | +5.0% |
| All | +204.8% | +212.2% | -7.4% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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