+147.1%
VALE vs VIG
+655.8%
-508.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.2% | +3.5% | -6.7% | -8.3% |
| 30D | -15.1% | +4.9% | -20.0% | -21.7% |
| 3M | -18.7% | +2.5% | -21.2% | -22.3% |
| 6M | -31.5% | +11.0% | -42.5% | -42.3% |
| YTD | -11.4% | +16.0% | -27.4% | -30.3% |
| 1Y | -1.9% | +17.5% | -19.4% | -24.4% |
| 3Y | +1.7% | +67.0% | -65.3% | -56.6% |
| 5Y | +35.4% | +64.8% | -29.4% | -43.7% |
| 10Y | +204.8% | +263.6% | -58.8% | -70.3% |
| All | +147.1% | +655.8% | -508.7% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling