+1,654.5%
VALE vs FITB
+64.7%
+1,589.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | -15.6% | +7.3% | -23.0% | -17.6% |
| 3M | -19.5% | -6.3% | -13.2% | -18.0% |
| 6M | -31.9% | +12.6% | -44.4% | -34.6% |
| YTD | -11.0% | +18.0% | -28.9% | -16.0% |
| 1Y | -2.1% | +28.9% | -31.0% | -10.2% |
| 3Y | +1.4% | +139.4% | -138.0% | -25.0% |
| 5Y | +36.2% | +47.2% | -11.1% | +14.0% |
| 10Y | +206.4% | +213.0% | -6.6% | +92.9% |
| All | +1,654.5% | +64.7% | +1,589.8% | +1,035.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling