+204.8%
VALE vs FIVE
+504.2%
-299.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -3.2% | +2.7% | -5.8% | -3.8% |
| 30D | -15.1% | +12.7% | -27.7% | -17.5% |
| 3M | -18.7% | +2.1% | -20.8% | -19.4% |
| 6M | -31.5% | +17.5% | -48.9% | -34.7% |
| YTD | -11.4% | +31.0% | -42.4% | -18.0% |
| 1Y | -1.9% | +67.7% | -69.6% | -14.3% |
| 3Y | +1.7% | +43.4% | -41.7% | -13.2% |
| 5Y | +35.4% | +18.1% | +17.4% | +17.1% |
| All | +204.8% | +504.2% | -299.3% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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