-83.6%
FIG vs VALE
+34.0%
-117.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.2% |
| 7D | +2.6% | -1.5% | +4.1% | +2.7% |
| 30D | -13.1% | -15.6% | +2.6% | -13.6% |
| 3M | -20.3% | -19.5% | -0.8% | -20.9% |
| 6M | -2.1% | -31.9% | +29.8% | -2.1% |
| YTD | -49.4% | -11.0% | -38.4% | -56.1% |
| 1Y | -57.0% | -2.1% | -54.9% | -65.8% |
| All | -83.6% | +34.0% | -117.6% | -89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling