-83.6%
FIG vs VALE
+37.6%
-121.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -14.3% | +1.3% | -15.6% | -14.2% |
| 30D | -13.6% | -14.3% | +0.7% | -14.2% |
| 3M | -23.7% | -16.8% | -6.9% | -24.3% |
| 6M | -5.4% | -30.2% | +24.8% | -5.4% |
| YTD | -49.2% | -8.6% | -40.6% | -56.0% |
| 1Y | -57.4% | +1.6% | -59.0% | -66.4% |
| All | -83.6% | +37.6% | -121.2% | -89.7% |
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 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