+491.2%
VALE vs BAX
-37.2%
+528.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.8% |
| 7D | -0.2% | -5.4% | +5.2% | +1.5% |
| 30D | +9.7% | -12.4% | +22.1% | +14.2% |
| 3M | +5.3% | +19.1% | -13.8% | -1.6% |
| 6M | +0.5% | +38.6% | -38.1% | -10.9% |
| YTD | +20.6% | +26.7% | -6.1% | +8.7% |
| 1Y | +57.6% | +1.0% | +56.6% | +52.1% |
| 3Y | +50.6% | -33.9% | +84.4% | +62.6% |
| 5Y | +41.8% | -67.0% | +108.9% | +109.3% |
| All | +491.2% | -37.2% | +528.3% | +539.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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