+2,275.1%
VALE vs BBWI
+297.2%
+1,977.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.1% |
| 7D | +1.6% | +1.5% | +0.1% | +1.1% |
| 30D | +5.1% | -5.2% | +10.3% | +6.0% |
| 3M | -0.4% | +11.1% | -11.5% | -4.7% |
| 6M | -2.2% | -13.4% | +11.2% | -0.8% |
| YTD | +20.5% | +0.1% | +20.4% | +16.2% |
| 1Y | +61.2% | -36.1% | +97.3% | +73.2% |
| 3Y | +43.1% | -44.1% | +87.2% | +50.2% |
| 5Y | +34.0% | -66.2% | +100.2% | +52.1% |
| 10Y | +469.7% | -54.8% | +524.4% | +372.5% |
| All | +2,275.1% | +297.2% | +1,977.9% | +558.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling