-1.9%
VALE vs FTV
+31.1%
-32.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -3.2% | +3.9% | -7.1% | -3.5% |
| 30D | -15.1% | +18.7% | -33.7% | -16.6% |
| 3M | -18.7% | +10.0% | -28.7% | -19.4% |
| 6M | -31.5% | +14.6% | -46.0% | -32.5% |
| YTD | -11.4% | +23.4% | -34.9% | -14.9% |
| 1Y | -1.9% | +31.3% | -33.1% | -7.4% |
| All | -1.9% | +31.1% | -32.9% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling