+44.3%
VALE vs FN
+158.4%
-114.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.6% |
| 7D | +1.6% | -1.7% | +3.3% | +1.8% |
| 30D | +5.1% | -22.0% | +27.1% | +7.4% |
| 3M | -0.4% | -43.0% | +42.6% | +4.9% |
| 6M | -2.2% | -27.7% | +25.5% | -0.5% |
| YTD | +20.5% | -10.5% | +31.1% | +19.8% |
| 1Y | +61.2% | +12.5% | +48.7% | +55.8% |
| All | +44.3% | +158.4% | -114.1% | +17.2% |
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