+204.8%
VALE vs VIG
+262.6%
-57.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.2% | +3.5% | -6.7% | -6.9% |
| 30D | -15.1% | +4.9% | -20.0% | -19.9% |
| 3M | -18.7% | +2.5% | -21.2% | -21.2% |
| 6M | -31.5% | +11.0% | -42.5% | -39.4% |
| YTD | -11.4% | +16.0% | -27.4% | -25.3% |
| 1Y | -1.9% | +17.5% | -19.4% | -18.5% |
| 3Y | +1.7% | +67.0% | -65.3% | -44.4% |
| 5Y | +35.4% | +64.8% | -29.4% | -25.8% |
| All | +204.8% | +262.6% | -57.8% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling