+491.2%
VALE vs BAH
+207.1%
+284.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.8% | -5.9% | -2.1% |
| 7D | -0.2% | +2.4% | -2.6% | -0.7% |
| 30D | +9.7% | -2.9% | +12.7% | +10.3% |
| 3M | +5.3% | -1.3% | +6.6% | +5.0% |
| 6M | +0.5% | -0.9% | +1.4% | -0.3% |
| YTD | +20.6% | -8.2% | +28.8% | +20.4% |
| 1Y | +57.6% | -24.0% | +81.6% | +64.7% |
| 3Y | +50.6% | -28.1% | +78.6% | +51.7% |
| 5Y | +41.8% | +2.5% | +39.3% | +21.2% |
| All | +491.2% | +207.1% | +284.1% | +268.8% |
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