+222.3%
VALE vs FIVE
+596.6%
-374.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.6% | -2.3% | +2.0% |
| 7D | +5.6% | +6.2% | -0.6% | +4.1% |
| 30D | -12.1% | +18.2% | -30.3% | -15.5% |
| 3M | -16.3% | +3.8% | -20.1% | -17.4% |
| 6M | -26.0% | +13.7% | -39.7% | -28.9% |
| YTD | -5.5% | +34.7% | -40.2% | -13.1% |
| 1Y | +6.7% | +66.6% | -59.9% | -6.7% |
| 3Y | +10.2% | +44.3% | -34.1% | -6.0% |
| 5Y | +49.7% | +18.8% | +31.0% | +29.5% |
| 10Y | +222.3% | +569.2% | -346.9% | +70.3% |
| All | +222.3% | +596.6% | -374.3% | +70.3% |
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