+41.8%
VALE vs FTV
-3.0%
+44.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.3% |
| 7D | -0.2% | -5.2% | +5.0% | +1.6% |
| 30D | +9.7% | -11.5% | +21.3% | +14.2% |
| 3M | +5.3% | -9.0% | +14.3% | +8.2% |
| 6M | +0.5% | -2.0% | +2.6% | +0.4% |
| YTD | +20.6% | -0.9% | +21.6% | +19.1% |
| 1Y | +57.6% | +14.8% | +42.8% | +46.7% |
| 3Y | +50.6% | -5.5% | +56.1% | +48.4% |
| 5Y | +41.8% | -1.9% | +43.7% | +32.4% |
| All | +41.8% | -3.0% | +44.8% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling