+61.2%
VALE vs FOXA
+9.1%
+52.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.4% |
| 7D | +1.6% | -4.0% | +5.6% | +1.4% |
| 30D | +5.1% | +12.0% | -6.9% | +5.6% |
| 3M | -0.4% | +0.3% | -0.7% | +0.2% |
| 6M | -2.2% | +12.5% | -14.7% | -1.4% |
| YTD | +20.5% | -9.6% | +30.2% | +22.9% |
| 1Y | +61.2% | +8.6% | +52.6% | +62.4% |
| All | +61.2% | +9.1% | +52.1% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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