+2,275.1%
VALE vs BAX
+30.8%
+2,244.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +1.6% | -1.1% | +2.7% | +2.1% |
| 30D | +5.1% | -5.5% | +10.6% | +7.5% |
| 3M | -0.4% | +33.5% | -33.9% | -13.3% |
| 6M | -2.2% | +35.9% | -38.1% | -15.9% |
| YTD | +20.5% | +35.4% | -14.8% | +2.1% |
| 1Y | +61.2% | +9.8% | +51.4% | +47.7% |
| 3Y | +43.1% | -32.7% | +75.9% | +55.1% |
| 5Y | +34.0% | -65.6% | +99.5% | +96.2% |
| 10Y | +469.7% | -34.9% | +504.6% | +480.3% |
| All | +2,275.1% | +30.8% | +2,244.3% | +1,774.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling