+47.7%
VALE vs FIVE
+822.5%
-774.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +1.8% | -0.3% | +2.0% | +1.8% |
| 30D | -14.8% | +17.7% | -32.5% | -17.9% |
| 3M | -19.0% | +4.0% | -23.0% | -20.1% |
| 6M | -27.7% | +2.6% | -30.3% | -28.9% |
| YTD | -8.5% | +27.6% | -36.1% | -14.5% |
| 1Y | +2.6% | +59.9% | -57.3% | -8.8% |
| 3Y | +4.0% | +35.8% | -31.7% | -9.6% |
| 5Y | +51.2% | +14.4% | +36.8% | +31.9% |
| 10Y | +263.0% | +576.1% | -313.1% | +100.6% |
| All | +47.7% | +822.5% | -774.7% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling