+2.2%
VALE vs FGI
+12.3%
-10.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -2.6% |
| 7D | -1.5% | +13.5% | -15.0% | -1.5% |
| 30D | -15.6% | +17.1% | -32.7% | -15.7% |
| 3M | -19.5% | +78.0% | -97.6% | -19.8% |
| 6M | -31.9% | +46.4% | -78.3% | -32.1% |
| YTD | -11.0% | +47.7% | -58.7% | -11.7% |
| 1Y | -2.1% | +56.8% | -58.9% | -3.1% |
| All | +2.2% | +12.3% | -10.0% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling