+43.2%
VALE vs BAX
-67.6%
+110.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | -1.8% | -5.1% | +3.3% | -1.0% |
| 30D | +6.7% | -12.2% | +18.8% | +9.1% |
| 3M | +4.9% | +21.8% | -16.9% | +0.5% |
| 6M | +3.6% | +36.3% | -32.7% | -3.2% |
| YTD | +21.9% | +27.8% | -5.9% | +14.5% |
| 1Y | +61.6% | -0.1% | +61.6% | +58.3% |
| 3Y | +52.1% | -33.3% | +85.4% | +57.8% |
| 5Y | +43.2% | -67.1% | +110.3% | +78.9% |
| All | +43.2% | -67.6% | +110.7% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling