+52.3%
VALE vs FGI
-69.8%
+122.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.9% |
| 7D | +2.9% | +5.2% | -2.2% | +2.9% |
| 30D | +8.8% | +65.2% | -56.4% | +7.6% |
| 3M | +6.8% | +30.2% | -23.4% | +5.8% |
| 6M | +6.9% | +87.8% | -80.9% | +4.4% |
| YTD | +22.8% | +32.5% | -9.6% | +20.5% |
| 1Y | +61.3% | +93.6% | -32.3% | +55.2% |
| 3Y | +53.3% | -2.6% | +55.9% | +48.5% |
| All | +52.3% | -69.8% | +122.1% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling