+55.2%
VALE vs FRSH
-72.5%
+127.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -0.3% | -6.6% | +6.3% | +0.2% |
| 30D | +8.6% | +2.1% | +6.5% | +8.3% |
| 3M | +2.0% | +29.0% | -27.0% | -0.5% |
| 6M | +2.1% | +48.6% | -46.5% | -1.8% |
| YTD | +20.2% | -2.9% | +23.2% | +19.8% |
| 1Y | +55.2% | -7.9% | +63.1% | +55.3% |
| 3Y | +45.9% | -46.5% | +92.4% | +51.1% |
| All | +55.2% | -72.5% | +127.8% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling