+76.2%
BND vs VALE
+129.0%
-52.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | +0.1% | +2.9% | -2.8% | +0.1% |
| 30D | -0.4% | +8.8% | -9.2% | -0.4% |
| 3M | -0.2% | +6.8% | -7.0% | -0.2% |
| 6M | -1.2% | +6.9% | -8.1% | -1.2% |
| YTD | -0.3% | +22.8% | -23.1% | -0.3% |
| 1Y | +0.4% | +61.3% | -60.9% | +0.5% |
| 3Y | +13.4% | +53.3% | -39.9% | +13.5% |
| 5Y | -1.5% | +44.9% | -46.4% | -1.4% |
| 10Y | +15.5% | +486.8% | -471.3% | +16.6% |
| All | +76.2% | +129.0% | -52.8% | +74.9% |
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 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