+1,654.5%
VALE vs BB
+107.7%
+1,546.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -2.0% |
| 7D | -1.5% | +9.0% | -10.4% | -3.2% |
| 30D | -15.6% | +7.7% | -23.3% | -17.4% |
| 3M | -19.5% | +4.0% | -23.5% | -21.2% |
| 6M | -31.9% | +46.6% | -78.5% | -39.1% |
| YTD | -11.0% | +140.6% | -151.6% | -29.1% |
| 1Y | -2.1% | +103.1% | -105.2% | -19.5% |
| 3Y | +1.4% | +150.5% | -149.2% | -25.9% |
| 5Y | +36.2% | -15.4% | +51.6% | +19.7% |
| 10Y | +206.4% | +25.4% | +181.0% | +90.0% |
| All | +1,654.5% | +107.7% | +1,546.8% | +1,138.1% |
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