+549.7%
VALE vs FTV
+90.8%
+459.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | +1.6% | -4.5% | +6.1% | +4.1% |
| 30D | +5.1% | -7.1% | +12.2% | +9.2% |
| 3M | -0.4% | -7.2% | +6.8% | +3.0% |
| 6M | -2.2% | -1.5% | -0.7% | -2.6% |
| YTD | +20.5% | +3.5% | +17.1% | +15.4% |
| 1Y | +61.2% | +20.3% | +40.8% | +40.6% |
| 3Y | +43.1% | -3.1% | +46.3% | +38.1% |
| 5Y | +34.0% | +2.3% | +31.6% | +21.1% |
| 10Y | +469.7% | +76.3% | +393.4% | +227.1% |
| All | +549.7% | +90.8% | +459.0% | +254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling