+4.9%
VALE vs FN
+121.0%
-116.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | -0.5% |
| 7D | +1.3% | +8.0% | -6.7% | +0.4% |
| 30D | -14.3% | -19.1% | +4.8% | -12.9% |
| 3M | -16.8% | -29.8% | +13.0% | -14.6% |
| 6M | -30.2% | -43.2% | +13.0% | -27.3% |
| YTD | -8.6% | -18.9% | +10.4% | -8.8% |
| 1Y | +1.6% | -17.9% | +19.5% | +1.0% |
| All | +4.9% | +121.0% | -116.0% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling