+61.2%
VALE vs FTI
+108.8%
-47.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.6% | +5.3% | -3.7% | +0.5% |
| 30D | +5.1% | +15.3% | -10.2% | +1.6% |
| 3M | -0.4% | +15.8% | -16.2% | -4.2% |
| 6M | -2.2% | +22.6% | -24.8% | -9.4% |
| YTD | +20.5% | +79.5% | -59.0% | +2.7% |
| 1Y | +61.2% | +102.0% | -40.8% | +35.0% |
| All | +61.2% | +108.8% | -47.6% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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