+2,276.6%
VALE vs BG
+857.1%
+1,419.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.5% |
| 7D | -0.2% | +3.7% | -3.9% | -2.2% |
| 30D | +9.7% | +12.3% | -2.6% | +2.6% |
| 3M | +5.3% | -2.2% | +7.5% | +5.2% |
| 6M | +0.5% | +5.3% | -4.8% | -4.3% |
| YTD | +20.6% | +42.4% | -21.8% | -3.1% |
| 1Y | +57.6% | +55.2% | +2.4% | +19.3% |
| 3Y | +50.6% | +21.0% | +29.6% | +26.8% |
| 5Y | +41.8% | +87.1% | -45.3% | -11.4% |
| 10Y | +515.1% | +169.8% | +345.2% | +173.3% |
| All | +2,276.6% | +857.1% | +1,419.6% | +812.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling