+15.8%
BABA vs VALE
+223.9%
-208.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.3% | -7.0% | -4.9% |
| 7D | +3.8% | +5.6% | -1.7% | +1.7% |
| 30D | -5.4% | -12.1% | +6.7% | -0.9% |
| 3M | -17.9% | -16.3% | -1.6% | -12.8% |
| 6M | -24.1% | -26.0% | +1.9% | -16.0% |
| YTD | -27.4% | -5.5% | -21.9% | -27.3% |
| 1Y | -36.1% | +6.7% | -42.8% | -39.0% |
| 3Y | +35.4% | +10.2% | +25.2% | +26.8% |
| 5Y | -30.1% | +49.7% | -79.8% | -41.7% |
| 10Y | +15.8% | +222.3% | -206.4% | -21.3% |
| All | +15.8% | +223.9% | -208.1% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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