+2.2%
VALE vs BAX
-18.2%
+20.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.2% |
| 7D | -1.5% | +0.4% | -1.8% | -1.5% |
| 30D | -15.6% | +3.4% | -19.0% | -16.2% |
| 3M | -19.5% | -4.5% | -15.1% | -19.1% |
| 6M | -31.9% | +44.0% | -75.9% | -36.9% |
| YTD | -11.0% | +34.9% | -45.8% | -17.3% |
| 1Y | -2.1% | +37.9% | -40.0% | -9.5% |
| All | +2.2% | -18.2% | +20.4% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling