+144.3%
VALE vs FIVN
+282.0%
-137.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.5% |
| 7D | -1.8% | -9.6% | +7.7% | -0.9% |
| 30D | +6.7% | -11.9% | +18.6% | +7.9% |
| 3M | +4.9% | +40.1% | -35.2% | +0.4% |
| 6M | +3.6% | +68.3% | -64.8% | -4.0% |
| YTD | +21.9% | +51.5% | -29.6% | +13.8% |
| 1Y | +61.6% | +15.1% | +46.4% | +55.4% |
| 3Y | +52.1% | -55.6% | +107.7% | +59.2% |
| 5Y | +43.2% | -82.4% | +125.6% | +61.9% |
| 10Y | +521.5% | +114.5% | +407.0% | +391.2% |
| All | +144.3% | +282.0% | -137.7% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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