+61.2%
VALE vs RGEN
+45.2%
+16.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +1.6% | -4.9% | +6.5% | +2.3% |
| 30D | +5.1% | +5.7% | -0.6% | +4.4% |
| 3M | -0.4% | +32.4% | -32.8% | -4.6% |
| 6M | -2.2% | +33.2% | -35.4% | -7.3% |
| YTD | +20.5% | +2.3% | +18.3% | +17.6% |
| 1Y | +61.2% | +39.0% | +22.2% | +54.4% |
| All | +61.2% | +45.2% | +16.0% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling