-80.8%
FIG vs VALE
+81.5%
-162.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -12.2% | -0.2% | -12.0% | -12.2% |
| 30D | -11.0% | +9.7% | -20.7% | -10.7% |
| 3M | +11.9% | +5.3% | +6.6% | +12.1% |
| 6M | -21.9% | +0.5% | -22.5% | -22.3% |
| YTD | -40.8% | +20.6% | -61.4% | -48.1% |
| 1Y | -56.6% | +57.6% | -114.2% | -70.1% |
| All | -80.8% | +81.5% | -162.4% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling