+157.0%
VALE vs USFR
+27.5%
+129.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +5.1% | +0.3% | +4.8% | +4.7% |
| 3M | -0.4% | +1.0% | -1.4% | -1.7% |
| 6M | -2.2% | +1.9% | -4.1% | -4.6% |
| YTD | +20.5% | +2.6% | +17.9% | +16.5% |
| 1Y | +61.2% | +4.0% | +57.2% | +53.1% |
| 3Y | +43.1% | +14.1% | +29.0% | +20.3% |
| 5Y | +34.0% | +20.4% | +13.5% | +4.8% |
| 10Y | +469.7% | +28.0% | +441.7% | +310.4% |
| All | +157.0% | +27.5% | +129.5% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling