+489.2%
VALE vs FTI
+305.3%
+184.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -0.3% | -4.4% | +4.1% | +1.2% |
| 30D | +8.6% | +1.5% | +7.1% | +8.0% |
| 3M | +2.0% | +8.2% | -6.2% | -1.1% |
| 6M | +2.1% | +18.8% | -16.7% | -4.5% |
| YTD | +20.2% | +71.7% | -51.5% | -0.2% |
| 1Y | +55.2% | +90.0% | -34.9% | +24.1% |
| 3Y | +45.9% | +270.5% | -224.6% | -10.6% |
| 5Y | +41.4% | +1,084.5% | -1,043.2% | -45.5% |
| All | +489.2% | +305.3% | +184.0% | +179.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling