+466.9%
VALE vs BIDU
+1,302.3%
-835.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.0% | +8.9% | +4.2% |
| 7D | +2.9% | -2.4% | +5.3% | +3.5% |
| 30D | +8.8% | -15.6% | +24.4% | +14.4% |
| 3M | +6.8% | -22.3% | +29.1% | +14.7% |
| 6M | +6.9% | -22.3% | +29.2% | +13.9% |
| YTD | +22.8% | -29.2% | +52.0% | +33.8% |
| 1Y | +61.3% | -14.8% | +76.1% | +61.9% |
| 3Y | +53.3% | -31.8% | +85.1% | +59.7% |
| 5Y | +44.9% | -43.1% | +88.0% | +44.5% |
| 10Y | +486.8% | -50.6% | +537.4% | +457.0% |
| All | +466.9% | +1,302.3% | -835.4% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling