+2,275.1%
VALE vs BB
+75.3%
+2,199.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.6% | -5.6% | +7.2% | +2.8% |
| 30D | +5.1% | -11.8% | +16.9% | +7.5% |
| 3M | -0.4% | -25.5% | +25.1% | +4.2% |
| 6M | -2.2% | +121.3% | -123.5% | -19.9% |
| YTD | +20.5% | +103.2% | -82.6% | +0.4% |
| 1Y | +61.2% | +102.6% | -41.5% | +33.2% |
| 3Y | +43.1% | +37.5% | +5.6% | +19.4% |
| 5Y | +34.0% | -30.4% | +64.4% | +23.0% |
| 10Y | +469.7% | 0.0% | +469.7% | +274.9% |
| All | +2,275.1% | +75.3% | +2,199.7% | +1,652.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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