-19.1%
BABA vs VALE
+58.4%
-77.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | -4.8% | +1.6% | -6.4% | -5.2% |
| 30D | -11.9% | +5.1% | -17.0% | -13.1% |
| 3M | -9.3% | -0.4% | -8.9% | -8.8% |
| 6M | -14.2% | -2.2% | -12.0% | -13.9% |
| YTD | -22.0% | +20.5% | -42.6% | -25.7% |
| All | -19.1% | +58.4% | -77.5% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling