+40.9%
VALE vs BG
+81.8%
-40.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.3% |
| 7D | -0.3% | +3.1% | -3.4% | -1.3% |
| 30D | +8.6% | +10.2% | -1.6% | +5.0% |
| 3M | +2.0% | -1.7% | +3.7% | +2.1% |
| 6M | +2.1% | +1.0% | +1.1% | +0.8% |
| YTD | +20.2% | +39.9% | -19.7% | +5.4% |
| 1Y | +55.2% | +53.2% | +1.9% | +30.7% |
| 3Y | +45.9% | +16.3% | +29.6% | +33.6% |
| All | +40.9% | +81.8% | -40.9% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling