+16.5%
VALE vs FN
+2,887.5%
-2,871.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.7% | -10.4% | -1.0% |
| 7D | +1.8% | 0.0% | +1.8% | +0.9% |
| 30D | -14.8% | -34.3% | +19.5% | -8.6% |
| 3M | -19.0% | -39.9% | +20.8% | -12.6% |
| 6M | -27.7% | -51.8% | +24.1% | -19.7% |
| YTD | -8.5% | -28.1% | +19.6% | -8.4% |
| 1Y | +2.6% | -29.1% | +31.7% | +2.4% |
| 3Y | +4.0% | +102.4% | -98.4% | -24.0% |
| 5Y | +51.2% | +171.7% | -120.4% | -1.2% |
| 10Y | +263.0% | +773.5% | -510.5% | +71.7% |
| All | +16.5% | +2,887.5% | -2,871.0% | -55.1% |
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 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