+44.3%
VALE vs FITB
+71.3%
-27.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.3% |
| 3M | +6.8% | +5.7% | +1.1% | +4.6% |
| 6M | +6.9% | +17.1% | -10.2% | +1.2% |
| YTD | +22.8% | +18.3% | +4.5% | +15.7% |
| 1Y | +61.3% | +23.9% | +37.4% | +49.4% |
| 3Y | +53.3% | +131.1% | -77.8% | +14.2% |
| All | +44.3% | +71.3% | -27.0% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling