+3.7%
VALE vs BNS
+52.0%
-48.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.1% | +2.5% |
| 7D | -0.3% | +2.0% | -2.3% | -1.5% |
| 30D | -19.2% | +7.8% | -27.0% | -22.6% |
| 3M | -20.7% | +11.7% | -32.4% | -26.2% |
| 6M | -25.8% | +28.2% | -54.0% | -38.3% |
| YTD | -9.8% | +34.8% | -44.6% | -27.8% |
| 1Y | +3.7% | +51.1% | -47.4% | -19.3% |
| All | +3.7% | +52.0% | -48.3% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling