+21.9%
BABA vs VALE
+1.7%
+20.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.6% | -4.5% | -5.8% |
| 7D | -12.7% | -1.5% | -11.2% | -12.1% |
| 30D | -14.9% | -15.6% | +0.8% | -7.6% |
| 3M | -24.6% | -19.5% | -5.1% | -16.8% |
| 6M | -29.3% | -31.9% | +2.5% | -15.0% |
| YTD | -35.0% | -11.0% | -24.1% | -35.0% |
| 1Y | -39.7% | -2.1% | -37.6% | -43.6% |
| All | +21.9% | +1.7% | +20.2% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling