+3.7%
VALE vs FTAI
+7.0%
-3.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -10.5% | +14.6% | +5.5% |
| 7D | -0.3% | +7.4% | -7.8% | -2.2% |
| 30D | -19.2% | +9.0% | -28.3% | -21.0% |
| 3M | -20.7% | -18.9% | -1.8% | -18.2% |
| 6M | -25.8% | -24.9% | -0.9% | -23.1% |
| YTD | -9.8% | -8.3% | -1.5% | -9.2% |
| 1Y | +3.7% | +16.5% | -12.8% | +0.7% |
| All | +3.7% | +7.0% | -3.3% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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