+3.7%
VALE vs FN
-25.7%
+29.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.0% | +10.1% | +4.6% |
| 7D | -0.3% | -7.0% | +6.6% | +0.2% |
| 30D | -19.2% | -24.7% | +5.5% | -17.0% |
| 3M | -20.7% | -35.7% | +14.9% | -17.6% |
| 6M | -25.8% | -52.4% | +26.6% | -20.3% |
| YTD | -9.8% | -25.0% | +15.2% | -8.0% |
| 1Y | +3.7% | -25.7% | +29.3% | +5.0% |
| All | +3.7% | -25.7% | +29.4% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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