+47.9%
VALE vs FND
-50.0%
+97.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.8% | -0.8% | -1.1% | -1.8% |
| 30D | +6.7% | -19.6% | +26.2% | +11.2% |
| 3M | +4.9% | -4.3% | +9.2% | +4.7% |
| 6M | +3.6% | -20.4% | +24.0% | +7.0% |
| YTD | +21.9% | -21.9% | +43.7% | +25.8% |
| 1Y | +61.6% | -45.2% | +106.7% | +79.0% |
| All | +47.9% | -50.0% | +97.9% | +63.7% |
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