+361.4%
VALE vs FTAI
+2,432.1%
-2,070.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.0% | +0.4% |
| 7D | -1.8% | -0.2% | -1.6% | -1.9% |
| 30D | +6.7% | -13.6% | +20.3% | +9.2% |
| 3M | +4.9% | -20.6% | +25.5% | +8.5% |
| 6M | +3.6% | -32.6% | +36.2% | +9.6% |
| YTD | +21.9% | -5.4% | +27.2% | +20.5% |
| 1Y | +61.6% | +12.9% | +48.7% | +53.2% |
| 3Y | +52.1% | +428.1% | -376.0% | -10.6% |
| 5Y | +43.2% | +863.0% | -819.8% | -31.2% |
| 10Y | +521.5% | +3,092.6% | -2,571.1% | +100.6% |
| All | +361.4% | +2,432.1% | -2,070.7% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling