+489.2%
VALE vs BNS
+188.9%
+300.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.9% |
| 7D | -0.3% | -0.4% | +0.1% | 0.0% |
| 30D | +8.6% | +3.5% | +5.2% | +5.0% |
| 3M | +2.0% | +14.1% | -12.1% | -9.6% |
| 6M | +2.1% | +33.8% | -31.7% | -21.1% |
| YTD | +20.2% | +29.5% | -9.2% | -4.6% |
| 1Y | +55.2% | +48.4% | +6.8% | +9.1% |
| 3Y | +45.9% | +129.6% | -83.7% | -31.5% |
| 5Y | +41.4% | +96.1% | -54.7% | -25.2% |
| All | +489.2% | +188.9% | +300.3% | +115.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling