+47.9%
VALE vs RGEN
+2.1%
+45.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | -1.8% | -4.6% | +2.7% | -1.1% |
| 30D | +6.7% | +1.2% | +5.5% | +6.4% |
| 3M | +4.9% | +26.8% | -21.9% | +0.7% |
| 6M | +3.6% | +29.1% | -25.5% | -1.3% |
| YTD | +21.9% | +0.7% | +21.2% | +20.4% |
| 1Y | +61.6% | +39.1% | +22.5% | +51.4% |
| All | +47.9% | +2.1% | +45.8% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling