-51.7%
FIG vs VALE
+3.0%
-54.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.1% | +1.1% | +5.5% |
| 7D | -4.7% | -0.3% | -4.3% | -4.8% |
| 30D | +0.5% | -19.2% | +19.8% | -1.6% |
| 3M | -18.4% | -20.7% | +2.3% | -20.3% |
| 6M | +10.9% | -25.8% | +36.7% | +7.7% |
| YTD | -40.8% | -9.8% | -31.0% | -46.7% |
| 1Y | -51.7% | +3.7% | -55.4% | -62.7% |
| All | -51.7% | +3.0% | -54.7% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 1y: compounded portfolio wealth divided by compounded VALE 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…
1y analysis · Full analysis span regression · 6 months rolling