-39.8%
BABA vs VALE
+35.2%
-75.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.3% |
| 7D | -13.8% | -3.2% | -10.6% | -12.4% |
| 30D | -15.1% | -15.1% | 0.0% | -8.3% |
| 3M | -22.7% | -18.7% | -4.0% | -15.2% |
| 6M | -34.7% | -31.5% | -3.2% | -22.3% |
| YTD | -35.0% | -11.4% | -23.6% | -33.5% |
| 1Y | -40.4% | -1.9% | -38.6% | -42.5% |
| 3Y | +21.9% | +1.7% | +20.2% | +13.1% |
| All | -39.8% | +35.2% | -75.0% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling