+4.1%
VALE vs FLUT
-44.6%
+48.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.3% |
| 7D | +5.5% | -1.5% | +6.9% | +5.5% |
| 30D | -15.0% | +3.4% | -18.4% | -15.1% |
| 3M | -20.0% | -12.5% | -7.5% | -19.6% |
| 6M | -28.4% | -18.5% | -9.9% | -28.0% |
| YTD | -8.6% | -61.6% | +53.0% | -3.0% |
| 1Y | +2.0% | -64.1% | +66.1% | +8.6% |
| 3Y | +4.1% | -44.5% | +48.5% | +5.7% |
| All | +4.1% | -44.6% | +48.7% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling