+53.3%
VALE vs FITB
+133.7%
-80.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +2.9% | +2.8% | +0.1% | +2.0% |
| 30D | +8.8% | -4.5% | +13.3% | +10.4% |
| 3M | +6.8% | +5.7% | +1.1% | +4.5% |
| 6M | +6.9% | +17.1% | -10.2% | +0.9% |
| YTD | +22.8% | +18.3% | +4.5% | +15.2% |
| 1Y | +61.3% | +23.9% | +37.4% | +48.9% |
| 3Y | +53.3% | +131.1% | -77.8% | +13.0% |
| All | +53.3% | +133.7% | -80.4% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling