+37.8%
VALE vs USFR
+21.4%
+16.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -15.1% | +0.4% | -15.4% | -14.9% |
| 3M | -18.7% | +1.1% | -19.8% | -18.3% |
| 6M | -31.5% | +2.0% | -33.5% | -30.9% |
| YTD | -11.4% | +3.5% | -14.9% | -10.5% |
| 1Y | -1.9% | +4.1% | -5.9% | -0.9% |
| 3Y | +1.7% | +14.4% | -12.7% | +4.6% |
| All | +37.8% | +21.4% | +16.5% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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