-52.0%
FIG vs VALE
-2.8%
-49.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.8% |
| 7D | +3.4% | -3.2% | +6.6% | +3.3% |
| 30D | -9.5% | -15.1% | +5.6% | -10.9% |
| 3M | -26.2% | -18.7% | -7.5% | -27.5% |
| 6M | +2.7% | -31.5% | +34.2% | +0.1% |
| YTD | -48.0% | -11.4% | -36.5% | -53.5% |
| 1Y | -52.0% | -1.9% | -50.2% | -60.9% |
| All | -52.0% | -2.8% | -49.3% | -60.9% |
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