+2,275.1%
VALE vs BHP
+2,796.3%
-521.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | +0.1% |
| 7D | +1.6% | -2.9% | +4.5% | +4.4% |
| 30D | +5.1% | +3.4% | +1.8% | +1.7% |
| 3M | -0.4% | +4.1% | -4.5% | -5.2% |
| 6M | -2.2% | +20.6% | -22.8% | -19.4% |
| YTD | +20.5% | +56.1% | -35.5% | -22.0% |
| 1Y | +61.2% | +69.6% | -8.4% | -4.1% |
| 3Y | +43.1% | +78.8% | -35.7% | -20.0% |
| 5Y | +34.0% | +113.1% | -79.1% | -37.1% |
| 10Y | +469.7% | +505.9% | -36.2% | +2.8% |
| All | +2,275.1% | +2,796.3% | -521.3% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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