-1.9%
VALE vs FLUT
-63.2%
+61.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -3.2% | -0.7% | -2.5% | -3.2% |
| 30D | -15.1% | +9.3% | -24.3% | -14.9% |
| 3M | -18.7% | -17.5% | -1.2% | -18.9% |
| 6M | -31.5% | -14.6% | -16.9% | -31.9% |
| YTD | -11.4% | -62.3% | +50.8% | -7.2% |
| 1Y | -1.9% | -59.6% | +57.8% | -0.2% |
| All | -1.9% | -63.2% | +61.4% | -0.2% |
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