-79.9%
FIG vs VALE
+80.9%
-160.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.8% |
| 7D | -3.8% | -0.3% | -3.6% | -3.8% |
| 30D | -2.3% | +8.6% | -10.9% | -2.0% |
| 3M | +20.0% | +2.0% | +18.0% | +20.4% |
| 6M | -16.7% | +2.1% | -18.8% | -17.2% |
| YTD | -37.9% | +20.2% | -58.1% | -45.6% |
| 1Y | -58.5% | +55.2% | -113.7% | -71.1% |
| All | -79.9% | +80.9% | -160.9% | -87.2% |
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