+2,320.2%
VALE vs FLR
+241.8%
+2,078.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +2.9% | +0.7% | +2.3% | +2.6% |
| 30D | +8.8% | -0.7% | +9.5% | +8.5% |
| 3M | +6.8% | +14.3% | -7.6% | -0.8% |
| 6M | +6.9% | +25.6% | -18.7% | -5.9% |
| YTD | +22.8% | +42.9% | -20.0% | +1.9% |
| 1Y | +61.3% | +38.7% | +22.5% | +34.0% |
| 3Y | +53.3% | +61.8% | -8.5% | +7.9% |
| 5Y | +44.9% | +254.1% | -209.2% | -32.7% |
| 10Y | +486.8% | +20.0% | +466.7% | +216.8% |
| All | +2,320.2% | +241.8% | +2,078.4% | +841.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling