+521.5%
VALE vs FIVE
+486.0%
+35.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.1% |
| 7D | -1.8% | +1.7% | -3.5% | -2.2% |
| 30D | +6.7% | +5.0% | +1.7% | +5.3% |
| 3M | +4.9% | +29.5% | -24.6% | -1.6% |
| 6M | +3.6% | +12.4% | -8.8% | -0.2% |
| YTD | +21.9% | +31.2% | -9.3% | +13.0% |
| 1Y | +61.6% | +72.9% | -11.3% | +39.9% |
| 3Y | +52.1% | +53.0% | -0.9% | +27.6% |
| 5Y | +43.2% | +34.2% | +9.0% | +18.7% |
| 10Y | +521.5% | +497.6% | +23.9% | +227.2% |
| All | +521.5% | +486.0% | +35.5% | +227.2% |
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