-57.0%
FIG vs VALE
-1.6%
-55.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.3% |
| 7D | +2.6% | -1.5% | +4.1% | +2.6% |
| 30D | -13.1% | -15.6% | +2.6% | -14.4% |
| 3M | -20.3% | -19.5% | -0.8% | -21.8% |
| 6M | -2.1% | -31.9% | +29.8% | -4.3% |
| YTD | -49.4% | -11.0% | -38.4% | -55.6% |
| 1Y | -57.0% | -2.1% | -54.9% | -65.7% |
| All | -57.0% | -1.6% | -55.4% | -65.7% |
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