+46.4%
VALE vs BIDU
-34.9%
+81.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.7% |
| 7D | -0.2% | -5.2% | +5.0% | +0.9% |
| 30D | +9.7% | -14.5% | +24.2% | +13.5% |
| 3M | +5.3% | -22.9% | +28.2% | +11.3% |
| 6M | +0.5% | -27.8% | +28.4% | +7.4% |
| YTD | +20.6% | -30.7% | +51.3% | +29.4% |
| 1Y | +57.6% | -15.8% | +73.4% | +56.8% |
| All | +46.4% | -34.9% | +81.3% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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