+41.8%
VALE vs FTI
+1,109.5%
-1,067.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | -0.2% |
| 7D | -0.2% | -5.6% | +5.4% | +1.4% |
| 30D | +9.7% | +0.4% | +9.3% | +9.5% |
| 3M | +5.3% | +8.1% | -2.9% | +2.5% |
| 6M | +0.5% | +16.7% | -16.2% | -4.7% |
| YTD | +20.6% | +70.0% | -49.4% | +2.8% |
| 1Y | +57.6% | +85.4% | -27.8% | +30.7% |
| 3Y | +50.6% | +265.9% | -215.4% | -2.1% |
| 5Y | +41.8% | +1,072.7% | -1,030.9% | -42.1% |
| All | +41.8% | +1,109.5% | -1,067.7% | -42.1% |
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