-31.5%
VALE vs FTI
-9.7%
-21.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.9% |
| 7D | -3.2% | +4.3% | -7.5% | -3.9% |
| 30D | -15.1% | -4.7% | -10.4% | -14.4% |
| 3M | -18.7% | -13.5% | -5.2% | -16.9% |
| 6M | -31.5% | -8.7% | -22.8% | -31.4% |
| All | -31.5% | -9.7% | -21.7% | -31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling