+40.9%
VALE vs BIDU
-44.1%
+85.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -0.3% | -8.1% | +7.9% | +1.6% |
| 30D | +8.6% | -12.8% | +21.5% | +11.8% |
| 3M | +2.0% | -21.3% | +23.3% | +7.1% |
| 6M | +2.1% | -27.0% | +29.1% | +8.6% |
| YTD | +20.2% | -30.0% | +50.3% | +28.6% |
| 1Y | +55.2% | -18.3% | +73.4% | +57.3% |
| 3Y | +45.9% | -33.8% | +79.7% | +50.8% |
| All | +40.9% | -44.1% | +85.0% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling