+75.4%
VALE vs FLNC
-71.1%
+146.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.7% |
| 7D | -0.2% | -5.0% | +4.8% | +0.2% |
| 30D | +9.7% | -26.1% | +35.8% | +12.2% |
| 3M | +5.3% | -55.2% | +60.4% | +11.1% |
| 6M | +0.5% | -42.6% | +43.1% | +2.4% |
| YTD | +20.6% | -51.0% | +71.6% | +23.2% |
| 1Y | +57.6% | +43.3% | +14.3% | +45.4% |
| 3Y | +50.6% | -63.4% | +114.0% | +45.3% |
| All | +75.4% | -71.1% | +146.4% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling