+1.7%
VALE vs FND
-39.5%
+41.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | -3.2% | -6.8% | +3.6% | -1.9% |
| 30D | -15.1% | +8.0% | -23.0% | -16.5% |
| 3M | -18.7% | -18.9% | +0.2% | -15.7% |
| 6M | -31.5% | +4.7% | -36.2% | -33.2% |
| YTD | -11.4% | -21.6% | +10.1% | -9.0% |
| 1Y | -1.9% | -22.0% | +20.2% | +0.9% |
| 3Y | +1.7% | -40.4% | +42.1% | +3.2% |
| All | +1.7% | -39.5% | +41.2% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling