+3.7%
VALE vs FND
-10.3%
+13.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.9% | -6.8% | +2.3% |
| 7D | -0.3% | +12.3% | -12.7% | -2.4% |
| 30D | -19.2% | +14.7% | -34.0% | -21.2% |
| 3M | -20.7% | -12.0% | -8.7% | -18.8% |
| 6M | -25.8% | +10.8% | -36.5% | -28.7% |
| YTD | -9.8% | -12.3% | +2.5% | -9.4% |
| 1Y | +3.7% | -13.4% | +17.1% | +4.5% |
| All | +3.7% | -10.3% | +13.9% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling