+496.4%
VALE vs USFD
+339.9%
+156.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +1.8% | +3.0% | -1.2% | +0.9% |
| 30D | -14.8% | +11.1% | -25.9% | -17.3% |
| 3M | -19.0% | -0.3% | -18.7% | -19.2% |
| 6M | -27.7% | +15.9% | -43.6% | -31.1% |
| YTD | -8.5% | +41.6% | -50.1% | -17.8% |
| 1Y | +2.6% | +49.4% | -46.8% | -9.3% |
| 3Y | +4.0% | +157.8% | -153.8% | -22.1% |
| 5Y | +51.2% | +176.6% | -125.4% | +8.3% |
| 10Y | +263.0% | +375.4% | -112.3% | +102.7% |
| All | +496.4% | +339.9% | +156.5% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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