+40.9%
VALE vs FTAI
+890.7%
-849.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.7% |
| 7D | -0.3% | -5.2% | +4.9% | +0.4% |
| 30D | +8.6% | -17.9% | +26.5% | +11.1% |
| 3M | +2.0% | -22.7% | +24.7% | +4.7% |
| 6M | +2.1% | -28.0% | +30.1% | +5.1% |
| YTD | +20.2% | -5.0% | +25.2% | +19.9% |
| 1Y | +55.2% | +10.4% | +44.8% | +51.8% |
| 3Y | +45.9% | +425.2% | -379.3% | +3.7% |
| All | +40.9% | +890.7% | -849.8% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling