+2,275.1%
VALE vs RGEN
+4,405.4%
-2,130.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | -0.4% | +32.4% | -32.8% | -5.0% |
| 6M | -2.2% | +33.2% | -35.4% | -7.1% |
| YTD | +20.5% | +2.3% | +18.3% | +19.0% |
| 1Y | +61.2% | +39.0% | +22.2% | +51.4% |
| 3Y | +43.1% | -4.6% | +47.8% | +37.8% |
| 5Y | +34.0% | -42.7% | +76.6% | +34.0% |
| 10Y | +469.7% | +433.6% | +36.1% | +294.8% |
| All | +2,275.1% | +4,405.4% | -2,130.3% | +986.3% |
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 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