-2.5%
BND vs VALE
+40.1%
-42.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -1.0% | +9.7% | -10.7% | -1.1% |
| 3M | -1.2% | +5.3% | -6.5% | -1.3% |
| 6M | -2.0% | +0.5% | -2.5% | -2.0% |
| YTD | -1.2% | +20.6% | -21.8% | -1.5% |
| 1Y | -0.5% | +57.6% | -58.1% | -1.2% |
| 3Y | +12.4% | +50.6% | -38.1% | +11.6% |
| 5Y | -2.5% | +41.8% | -44.3% | -1.9% |
| All | -2.5% | +40.1% | -42.6% | -1.9% |
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 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