+3.7%
VALE vs FRMI
-93.1%
+96.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -10.6% | +14.7% | +4.7% |
| 7D | -0.3% | -39.7% | +39.4% | +2.4% |
| 30D | -19.2% | -55.2% | +35.9% | -15.7% |
| 3M | -20.7% | -71.2% | +50.4% | -15.2% |
| 6M | -25.8% | -64.1% | +38.3% | -23.0% |
| YTD | -9.8% | -77.2% | +67.5% | -3.3% |
| 1Y | +3.7% | -93.2% | +96.8% | +17.1% |
| All | +3.7% | -93.1% | +96.8% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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