+41.8%
VALE vs VIG
+61.5%
-19.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.6% |
| 7D | -0.2% | -2.2% | +2.0% | +1.7% |
| 30D | +9.7% | -3.2% | +13.0% | +12.7% |
| 3M | +5.3% | +3.0% | +2.2% | +2.6% |
| 6M | +0.5% | +8.1% | -7.6% | -5.6% |
| YTD | +20.6% | +9.1% | +11.6% | +12.5% |
| 1Y | +57.6% | +12.6% | +45.0% | +43.3% |
| 3Y | +50.6% | +55.4% | -4.8% | +6.4% |
| 5Y | +41.8% | +62.8% | -20.9% | -6.3% |
| All | +41.8% | +61.5% | -19.6% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling