+489.2%
VALE vs FLR
+19.7%
+469.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -0.3% | -3.5% | +3.2% | +0.5% |
| 30D | +8.6% | +4.2% | +4.5% | +7.6% |
| 3M | +2.0% | +8.1% | -6.1% | -0.5% |
| 6M | +2.1% | +21.5% | -19.4% | -3.5% |
| YTD | +20.2% | +36.8% | -16.5% | +10.5% |
| 1Y | +55.2% | +31.2% | +24.0% | +43.3% |
| 3Y | +45.9% | +53.9% | -8.0% | +24.5% |
| 5Y | +41.4% | +243.0% | -201.7% | -0.1% |
| All | +489.2% | +19.7% | +469.5% | +432.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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