+45.9%
VALE vs FOXA
+117.6%
-71.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | +8.6% | +5.0% | +3.6% | +8.0% |
| 3M | +2.0% | -3.0% | +5.0% | +2.5% |
| 6M | +2.1% | +14.8% | -12.7% | -0.5% |
| YTD | +20.2% | -8.9% | +29.1% | +22.7% |
| 1Y | +55.2% | +13.3% | +41.8% | +50.1% |
| 3Y | +45.9% | +115.4% | -69.5% | +19.3% |
| All | +45.9% | +117.6% | -71.7% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling