+204.8%
VALE vs BAX
-35.8%
+240.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -15.1% | +4.1% | -19.1% | -16.4% |
| 3M | -18.7% | -4.5% | -14.1% | -18.0% |
| 6M | -31.5% | +49.2% | -80.7% | -40.7% |
| YTD | -11.4% | +35.2% | -46.7% | -22.0% |
| 1Y | -1.9% | +38.3% | -40.1% | -14.4% |
| 3Y | +1.7% | -19.0% | +20.7% | +1.7% |
| 5Y | +35.4% | -64.2% | +99.6% | +93.4% |
| All | +204.8% | -35.8% | +240.7% | +251.3% |
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