+49.4%
VALE vs FGI
-70.4%
+119.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -0.3% |
| 7D | +1.6% | +0.5% | +1.1% | +1.6% |
| 30D | +5.1% | +65.4% | -60.3% | +4.0% |
| 3M | -0.4% | +23.5% | -23.9% | -1.2% |
| 6M | -2.2% | +60.5% | -62.7% | -4.3% |
| YTD | +20.5% | +30.0% | -9.5% | +18.3% |
| 1Y | +61.2% | +82.1% | -20.9% | +55.3% |
| 3Y | +43.1% | -4.4% | +47.5% | +38.7% |
| All | +49.4% | -70.4% | +119.8% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling