+5.4%
VALE vs FN
-20.4%
+25.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +11.9% | -8.6% | +2.3% |
| 7D | +5.6% | +16.3% | -10.7% | +3.8% |
| 30D | -12.1% | -24.7% | +12.6% | -9.8% |
| 3M | -16.3% | -34.9% | +18.6% | -13.1% |
| 6M | -26.0% | -41.1% | +15.1% | -22.7% |
| YTD | -5.5% | -19.6% | +14.1% | -3.9% |
| All | +5.4% | -20.4% | +25.8% | +6.9% |
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