+61.2%
VALE vs FRSH
-3.3%
+64.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.5% | -0.9% |
| 7D | +1.6% | -8.2% | +9.7% | +0.4% |
| 30D | +5.1% | +10.5% | -5.4% | +6.8% |
| 3M | -0.4% | +32.7% | -33.2% | +3.8% |
| 6M | -2.2% | +50.3% | -52.5% | +4.1% |
| YTD | +20.5% | +3.9% | +16.6% | +25.0% |
| 1Y | +61.2% | -2.2% | +63.3% | +61.4% |
| All | +61.2% | -3.3% | +64.5% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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