+38.7%
VALE vs FN
+212.0%
-173.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | -0.7% |
| 7D | +1.3% | +8.0% | -6.7% | +0.2% |
| 30D | -14.3% | -19.1% | +4.8% | -12.7% |
| 3M | -16.8% | -29.8% | +13.0% | -14.3% |
| 6M | -30.2% | -43.2% | +13.0% | -26.9% |
| YTD | -8.6% | -18.9% | +10.4% | -9.3% |
| 1Y | +1.6% | -17.9% | +19.5% | +0.3% |
| 3Y | +4.1% | +120.1% | -116.0% | -14.7% |
| 5Y | +38.7% | +206.7% | -168.0% | +0.1% |
| All | +38.7% | +212.0% | -173.3% | +0.1% |
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 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