+45.9%
VALE vs FLNC
-62.9%
+108.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.5% |
| 7D | -0.3% | -4.1% | +3.8% | 0.0% |
| 30D | +8.6% | -24.8% | +33.4% | +10.8% |
| 3M | +2.0% | -59.1% | +61.1% | +8.3% |
| 6M | +2.1% | -42.0% | +44.1% | +4.0% |
| YTD | +20.2% | -49.8% | +70.0% | +22.8% |
| 1Y | +55.2% | +43.1% | +12.1% | +43.5% |
| 3Y | +45.9% | -61.0% | +106.8% | +47.9% |
| All | +45.9% | -62.9% | +108.7% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 3y: compounded portfolio wealth divided by compounded FLNC 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…
3y analysis · Full analysis span regression · 6 months rolling