+55.8%
VALE vs FRSH
-72.6%
+128.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -0.2% | -11.2% | +11.0% | +0.7% |
| 30D | +9.7% | -0.8% | +10.6% | +9.7% |
| 3M | +5.3% | +26.4% | -21.1% | +2.9% |
| 6M | +0.5% | +48.4% | -47.8% | -3.3% |
| YTD | +20.6% | -3.1% | +23.7% | +20.2% |
| 1Y | +57.6% | -8.7% | +66.3% | +57.8% |
| 3Y | +50.6% | -45.8% | +96.3% | +55.7% |
| All | +55.8% | -72.6% | +128.3% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling