+57.6%
VALE vs FLUT
-66.2%
+123.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -1.0% |
| 7D | -0.2% | -3.6% | +3.4% | -0.2% |
| 30D | +9.7% | -0.3% | +10.1% | +9.7% |
| 3M | +5.3% | -12.6% | +17.9% | +5.5% |
| 6M | +0.5% | -8.0% | +8.5% | +0.6% |
| YTD | +20.6% | -54.1% | +74.7% | +25.6% |
| 1Y | +57.6% | -66.1% | +123.7% | +63.5% |
| All | +57.6% | -66.2% | +123.8% | +63.5% |
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