+1,645.1%
VALE vs RGEN
+4,410.5%
-2,765.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -3.2% | -3.3% | +0.1% | -2.7% |
| 30D | -15.1% | -5.8% | -9.2% | -14.5% |
| 3M | -18.7% | +0.2% | -18.9% | -19.1% |
| 6M | -31.5% | +56.8% | -88.2% | -36.6% |
| YTD | -11.4% | +2.4% | -13.8% | -12.9% |
| 1Y | -1.9% | +11.4% | -13.3% | -4.8% |
| 3Y | +1.7% | +15.2% | -13.5% | -4.7% |
| 5Y | +35.4% | -35.1% | +70.5% | +32.8% |
| 10Y | +204.8% | +419.6% | -214.8% | +111.4% |
| All | +1,645.1% | +4,410.5% | -2,765.3% | +694.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling