+43.2%
VALE vs BAH
-3.7%
+46.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.8% | -1.3% | -0.5% | -1.8% |
| 30D | +6.7% | -6.6% | +13.3% | +7.2% |
| 3M | +4.9% | -7.2% | +12.0% | +5.4% |
| 6M | +3.6% | -10.0% | +13.6% | +4.2% |
| YTD | +21.9% | -12.5% | +34.3% | +22.4% |
| 1Y | +61.6% | -27.9% | +89.5% | +66.2% |
| 3Y | +52.1% | -31.4% | +83.5% | +52.8% |
| 5Y | +43.2% | -3.2% | +46.4% | +33.2% |
| All | +43.2% | -3.7% | +46.8% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling