+43.6%
VALE vs FN
+170.4%
-126.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.7% | -10.4% | -0.1% |
| 7D | +1.8% | 0.0% | +1.8% | +1.3% |
| 30D | -14.8% | -34.3% | +19.5% | -11.1% |
| 3M | -19.0% | -39.9% | +20.8% | -15.1% |
| 6M | -27.7% | -51.8% | +24.1% | -22.8% |
| YTD | -8.5% | -28.1% | +19.6% | -7.9% |
| 1Y | +2.6% | -29.1% | +31.7% | +3.0% |
| 3Y | +4.0% | +102.4% | -98.4% | -14.3% |
| All | +43.6% | +170.4% | -126.8% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling