+1.7%
VALE vs FTV
+39.2%
-37.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -3.2% | +3.9% | -7.1% | -4.2% |
| 30D | -15.1% | +18.7% | -33.7% | -19.2% |
| 3M | -18.7% | +10.0% | -28.7% | -20.9% |
| 6M | -31.5% | +14.6% | -46.0% | -34.4% |
| YTD | -11.4% | +23.4% | -34.9% | -18.1% |
| 1Y | -1.9% | +31.3% | -33.1% | -11.4% |
| 3Y | +1.7% | +39.8% | -38.1% | -14.0% |
| All | +1.7% | +39.2% | -37.5% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling