+47.9%
VALE vs VIG
+55.4%
-7.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.3% |
| 7D | -1.8% | -1.2% | -0.7% | -0.8% |
| 30D | +6.7% | -2.8% | +9.5% | +9.6% |
| 3M | +4.9% | +2.5% | +2.4% | +2.3% |
| 6M | +3.6% | +8.1% | -4.5% | -4.0% |
| YTD | +21.9% | +9.6% | +12.3% | +11.6% |
| 1Y | +61.6% | +14.2% | +47.4% | +42.5% |
| All | +47.9% | +55.4% | -7.5% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling