+53.3%
VALE vs BBWI
-44.4%
+97.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.3% |
| 7D | +2.9% | +1.6% | +1.4% | +2.7% |
| 30D | +8.8% | -6.2% | +15.0% | +9.4% |
| 3M | +6.8% | +4.3% | +2.4% | +5.5% |
| 6M | +6.9% | -7.2% | +14.1% | +6.8% |
| YTD | +22.8% | -3.0% | +25.9% | +21.3% |
| 1Y | +61.3% | -30.8% | +92.0% | +66.6% |
| 3Y | +53.3% | -43.4% | +96.7% | +63.6% |
| All | +53.3% | -44.4% | +97.8% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling