+1,911.5%
VALE vs FLUT
+1,663.9%
+247.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -2.3% |
| 7D | -1.5% | -1.2% | -0.3% | -1.4% |
| 30D | -15.6% | +5.0% | -20.6% | -15.9% |
| 3M | -19.5% | -16.4% | -3.1% | -18.8% |
| 6M | -31.9% | -14.6% | -17.3% | -31.5% |
| YTD | -11.0% | -61.9% | +50.9% | -6.2% |
| 1Y | -2.1% | -65.0% | +62.9% | +3.6% |
| 3Y | +1.4% | -44.8% | +46.2% | +3.5% |
| 5Y | +36.2% | -49.9% | +86.1% | +38.1% |
| 10Y | +206.4% | -26.1% | +232.5% | +200.1% |
| All | +1,911.5% | +1,663.9% | +247.6% | +1,601.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling