+28.2%
BABA vs VALE
+178.0%
-149.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.4% |
| 7D | -4.8% | +1.6% | -6.4% | -5.2% |
| 30D | -11.9% | +5.1% | -17.0% | -13.3% |
| 3M | -9.3% | -0.4% | -8.9% | -9.6% |
| 6M | -14.2% | -2.2% | -12.0% | -14.3% |
| YTD | -22.0% | +20.5% | -42.6% | -26.7% |
| 1Y | -12.7% | +61.2% | -73.9% | -24.4% |
| 3Y | +26.7% | +43.1% | -16.5% | +13.0% |
| 5Y | -29.3% | +34.0% | -63.3% | -36.9% |
| 10Y | +21.2% | +469.7% | -448.4% | -17.6% |
| All | +28.2% | +178.0% | -149.8% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling