+50.2%
VALE vs FRMI
-78.1%
+128.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.4% | -0.4% |
| 7D | -0.3% | +7.4% | -7.7% | -0.6% |
| 30D | +8.6% | -27.6% | +36.3% | +10.1% |
| 3M | +2.0% | -20.9% | +22.8% | +2.4% |
| 6M | +2.1% | -36.6% | +38.7% | +2.8% |
| YTD | +20.2% | -31.3% | +51.5% | +21.0% |
| All | +50.2% | -78.1% | +128.3% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling