+46.4%
VALE vs FTAI
+407.3%
-360.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.7% |
| 7D | -0.2% | -9.7% | +9.5% | +0.9% |
| 30D | +9.7% | -20.0% | +29.7% | +12.3% |
| 3M | +5.3% | -20.1% | +25.3% | +7.3% |
| 6M | +0.5% | -33.3% | +33.8% | +3.8% |
| YTD | +20.6% | -8.0% | +28.6% | +21.3% |
| 1Y | +57.6% | +8.0% | +49.6% | +56.1% |
| All | +46.4% | +407.3% | -360.9% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling