+1.7%
VALE vs BBWI
-24.0%
+25.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -15.1% | +12.9% | -27.9% | -16.4% |
| 3M | -18.7% | +16.0% | -34.7% | -20.5% |
| 6M | -31.5% | +16.6% | -48.1% | -33.5% |
| YTD | -11.4% | +9.7% | -21.2% | -14.0% |
| 1Y | -1.9% | +1.5% | -3.3% | -4.3% |
| 3Y | +1.7% | -21.4% | +23.0% | +7.0% |
| All | +1.7% | -24.0% | +25.6% | +7.0% |
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