+264.4%
VALE vs FND
+66.0%
+198.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | +1.6% | -5.2% | +6.8% | +2.6% |
| 30D | +5.1% | -19.9% | +25.0% | +9.8% |
| 3M | -0.4% | +2.7% | -3.1% | -1.9% |
| 6M | -2.2% | -21.7% | +19.5% | +1.6% |
| YTD | +20.5% | -17.5% | +38.0% | +23.4% |
| 1Y | +61.2% | -39.3% | +100.5% | +75.2% |
| 3Y | +43.1% | -49.8% | +92.9% | +57.2% |
| 5Y | +34.0% | -60.1% | +94.0% | +48.2% |
| All | +264.4% | +66.0% | +198.3% | +224.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling