+15.1%
VALE vs FN
+2,575.5%
-2,560.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.2% | +14.4% | +2.9% |
| 7D | +2.4% | -16.0% | +18.4% | +5.1% |
| 30D | -18.7% | -40.1% | +21.4% | -11.1% |
| 3M | -21.2% | -43.9% | +22.7% | -13.7% |
| 6M | -26.1% | -55.6% | +29.6% | -16.5% |
| YTD | -9.6% | -35.7% | +26.0% | -7.4% |
| 1Y | +0.7% | -39.8% | +40.6% | +3.9% |
| 3Y | +3.3% | +80.3% | -76.9% | -22.7% |
| 5Y | +49.4% | +143.3% | -93.9% | -0.2% |
| 10Y | +258.6% | +682.3% | -423.7% | +73.5% |
| All | +15.1% | +2,575.5% | -2,560.5% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling