-80.3%
FIG vs VALE
+84.9%
-165.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.9% | -7.6% | -5.6% |
| 7D | -16.4% | +2.9% | -19.3% | -16.3% |
| 30D | -2.3% | +8.8% | -11.1% | -2.0% |
| 3M | +7.8% | +6.8% | +1.1% | +8.1% |
| 6M | -21.8% | +6.9% | -28.8% | -22.5% |
| YTD | -39.1% | +22.8% | -61.9% | -46.7% |
| 1Y | -56.6% | +61.3% | -117.9% | -70.1% |
| All | -80.3% | +84.9% | -165.2% | -87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling