+3.7%
VALE vs FLUT
-63.1%
+66.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.3% | +6.4% | +4.1% |
| 7D | -0.3% | +4.2% | -4.5% | -0.2% |
| 30D | -19.2% | +8.0% | -27.2% | -19.1% |
| 3M | -20.7% | -22.1% | +1.3% | -20.9% |
| 6M | -25.8% | -21.7% | -4.1% | -25.9% |
| YTD | -9.8% | -62.0% | +52.2% | -6.2% |
| 1Y | +3.7% | -63.2% | +66.8% | +8.0% |
| All | +3.7% | -63.1% | +66.8% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling