+47.9%
VALE vs FTV
-3.3%
+51.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.4% |
| 7D | -1.8% | -1.3% | -0.6% | -1.5% |
| 30D | +6.7% | -9.5% | +16.2% | +9.9% |
| 3M | +4.9% | -10.9% | +15.8% | +8.4% |
| 6M | +3.6% | -0.6% | +4.2% | +2.9% |
| YTD | +21.9% | +1.4% | +20.5% | +19.3% |
| 1Y | +61.6% | +17.6% | +43.9% | +48.6% |
| All | +47.9% | -3.3% | +51.2% | +47.9% |
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