+37.8%
VALE vs FTI
+886.2%
-848.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.1% |
| 7D | -3.2% | +4.3% | -7.5% | -4.3% |
| 30D | -15.1% | -4.7% | -10.4% | -14.1% |
| 3M | -18.7% | -13.5% | -5.2% | -15.6% |
| 6M | -31.5% | -8.7% | -22.8% | -30.3% |
| YTD | -11.4% | +49.0% | -60.4% | -21.8% |
| 1Y | -1.9% | +54.0% | -55.9% | -14.1% |
| 3Y | +1.7% | +211.6% | -209.9% | -30.5% |
| All | +37.8% | +886.2% | -848.3% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling