+3.7%
VALE vs FTI
+57.1%
-53.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.4% | +7.5% | +5.0% |
| 7D | -0.3% | -9.7% | +9.3% | +2.5% |
| 30D | -19.2% | -8.2% | -11.0% | -17.3% |
| 3M | -20.7% | -7.8% | -12.9% | -19.2% |
| 6M | -25.8% | -13.4% | -12.4% | -23.1% |
| YTD | -9.8% | +45.1% | -54.8% | -26.7% |
| 1Y | +3.7% | +54.6% | -50.9% | -17.9% |
| All | +3.7% | +57.1% | -53.4% | -17.9% |
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