+3.7%
VALE vs FOXA
+11.1%
-7.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.8% | +0.3% | +4.3% |
| 7D | -0.3% | +9.9% | -10.2% | +0.3% |
| 30D | -19.2% | +10.0% | -29.2% | -18.6% |
| 3M | -20.7% | +18.4% | -39.1% | -19.8% |
| 6M | -25.8% | +12.2% | -38.0% | -24.9% |
| YTD | -9.8% | -3.8% | -6.0% | -6.0% |
| 1Y | +3.7% | +8.9% | -5.3% | +3.7% |
| All | +3.7% | +11.1% | -7.4% | +3.7% |
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