+214.6%
VALE vs BAH
+211.3%
+3.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +1.3% | -1.6% | +2.9% | +1.6% |
| 30D | -14.3% | +18.0% | -32.4% | -17.4% |
| 3M | -16.8% | +11.4% | -28.3% | -19.0% |
| 6M | -30.2% | +17.7% | -47.9% | -33.3% |
| YTD | -8.6% | +5.4% | -14.0% | -11.6% |
| 1Y | +1.6% | +2.8% | -1.1% | -1.2% |
| 3Y | +4.1% | -26.7% | +30.7% | +6.0% |
| 5Y | +38.7% | +8.1% | +30.6% | +19.0% |
| 10Y | +214.6% | +202.5% | +12.1% | +91.6% |
| All | +214.6% | +211.3% | +3.3% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling