+9.8%
VALE vs FGI
-74.8%
+84.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -25.2% | +24.6% | -0.3% |
| 7D | -3.2% | -14.4% | +11.2% | -3.1% |
| 30D | -15.1% | -11.8% | -3.3% | -15.0% |
| 3M | -18.7% | -46.2% | +27.6% | -18.4% |
| 6M | -31.5% | +5.2% | -36.6% | -32.0% |
| YTD | -11.4% | +10.5% | -22.0% | -13.0% |
| 1Y | -1.9% | +25.5% | -27.3% | -4.2% |
| 3Y | +1.7% | -16.0% | +17.7% | -1.6% |
| All | +9.8% | -74.8% | +84.6% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling