-2.1%
FIG vs VALE
-30.9%
+28.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.4% |
| 7D | +2.6% | -1.5% | +4.1% | +2.6% |
| 30D | -13.1% | -15.6% | +2.6% | -16.3% |
| 3M | -20.3% | -19.5% | -0.8% | -23.7% |
| 6M | -2.1% | -31.9% | +29.8% | -11.2% |
| All | -2.1% | -30.9% | +28.8% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling