+521.5%
VALE vs FLUT
-10.4%
+531.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -1.8% | -2.6% | +0.8% | -1.7% |
| 30D | +6.7% | +5.4% | +1.3% | +6.3% |
| 3M | +4.9% | -10.8% | +15.7% | +5.3% |
| 6M | +3.6% | -9.2% | +12.8% | +3.8% |
| YTD | +21.9% | -53.8% | +75.7% | +27.1% |
| 1Y | +61.6% | -66.0% | +127.5% | +71.5% |
| 3Y | +52.1% | -44.7% | +96.8% | +55.4% |
| 5Y | +43.2% | -50.6% | +93.8% | +44.8% |
| 10Y | +521.5% | -10.4% | +531.9% | +562.4% |
| All | +521.5% | -10.4% | +531.9% | +562.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling