+47.9%
VALE vs FTI
+274.9%
-227.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -1.8% | -2.3% | +0.5% | -1.4% |
| 30D | +6.7% | +5.0% | +1.6% | +5.5% |
| 3M | +4.9% | +13.8% | -9.0% | +1.8% |
| 6M | +3.6% | +22.9% | -19.3% | -1.7% |
| YTD | +21.9% | +75.0% | -53.1% | +7.9% |
| 1Y | +61.6% | +96.9% | -35.3% | +39.7% |
| All | +47.9% | +274.9% | -227.0% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling