+489.2%
VALE vs FTV
+80.7%
+408.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -0.3% | -4.0% | +3.7% | +1.9% |
| 30D | +8.6% | -11.0% | +19.7% | +15.6% |
| 3M | +2.0% | -8.4% | +10.4% | +6.2% |
| 6M | +2.1% | -2.6% | +4.7% | +2.3% |
| YTD | +20.2% | -0.6% | +20.8% | +17.6% |
| 1Y | +55.2% | +11.0% | +44.2% | +41.8% |
| 3Y | +45.9% | -6.3% | +52.2% | +43.4% |
| 5Y | +41.4% | -1.5% | +42.9% | +30.6% |
| All | +489.2% | +80.7% | +408.5% | +257.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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