+1,645.1%
VALE vs BB
+102.7%
+1,542.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | 0.0% |
| 7D | -3.2% | +1.8% | -5.0% | -3.6% |
| 30D | -15.1% | +8.1% | -23.2% | -16.9% |
| 3M | -18.7% | -1.0% | -17.7% | -19.6% |
| 6M | -31.5% | +45.9% | -77.4% | -38.7% |
| YTD | -11.4% | +134.8% | -146.3% | -29.1% |
| 1Y | -1.9% | +104.6% | -106.4% | -19.4% |
| 3Y | +1.7% | +152.8% | -151.2% | -25.8% |
| 5Y | +35.4% | -17.4% | +52.9% | +19.6% |
| 10Y | +204.8% | +22.4% | +182.4% | +89.9% |
| All | +1,645.1% | +102.7% | +1,542.5% | +1,137.7% |
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