+46.4%
VALE vs BAH
+10.2%
+36.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.3% |
| 7D | +5.5% | +0.5% | +5.0% | +5.4% |
| 30D | -15.0% | +18.2% | -33.2% | -15.9% |
| 3M | -20.0% | +13.1% | -33.1% | -20.7% |
| 6M | -28.4% | +15.2% | -43.6% | -29.2% |
| YTD | -8.6% | +6.0% | -14.6% | -9.4% |
| 1Y | +2.0% | +3.1% | -1.1% | +1.3% |
| 3Y | +4.1% | -26.2% | +30.3% | +5.2% |
| 5Y | +46.4% | +9.3% | +37.1% | +36.7% |
| All | +46.4% | +10.2% | +36.2% | +36.7% |
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