+236.3%
VALE vs VIG
+623.5%
-387.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.5% |
| 7D | +1.6% | -0.4% | +2.0% | +2.3% |
| 30D | +5.1% | -1.0% | +6.1% | +6.7% |
| 3M | -0.4% | +2.8% | -3.2% | -4.7% |
| 6M | -2.2% | +8.2% | -10.4% | -13.5% |
| YTD | +20.5% | +11.0% | +9.5% | +2.2% |
| 1Y | +61.2% | +16.1% | +45.0% | +27.0% |
| 3Y | +43.1% | +56.2% | -13.0% | -31.5% |
| 5Y | +34.0% | +63.0% | -29.0% | -43.4% |
| 10Y | +469.7% | +241.4% | +228.2% | -37.6% |
| All | +236.3% | +623.5% | -387.2% | -89.3% |
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 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