+53.5%
VALE vs FN
+3,620.5%
-3,567.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.9% |
| 7D | +1.6% | -1.7% | +3.3% | +1.9% |
| 30D | +5.1% | -22.0% | +27.1% | +9.5% |
| 3M | -0.4% | -43.0% | +42.6% | +9.4% |
| 6M | -2.2% | -27.7% | +25.5% | +0.8% |
| YTD | +20.5% | -10.5% | +31.1% | +17.5% |
| 1Y | +61.2% | +12.5% | +48.7% | +48.1% |
| 3Y | +43.1% | +153.8% | -110.7% | +1.4% |
| 5Y | +34.0% | +288.0% | -254.0% | -18.2% |
| 10Y | +469.7% | +906.4% | -436.7% | +166.1% |
| All | +53.5% | +3,620.5% | -3,567.1% | -42.4% |
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