+55.2%
VALE vs FTV
+14.7%
+40.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | -0.3% | -4.0% | +3.7% | +0.2% |
| 30D | +8.6% | -11.0% | +19.7% | +10.2% |
| 3M | +2.0% | -8.4% | +10.4% | +3.0% |
| 6M | +2.1% | -2.6% | +4.7% | +1.9% |
| YTD | +20.2% | -0.6% | +20.8% | +18.8% |
| 1Y | +55.2% | +11.0% | +44.2% | +50.1% |
| All | +55.2% | +14.7% | +40.4% | +50.1% |
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