+2,123.6%
VALE vs BNS
+1,463.9%
+659.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | 0.0% |
| 7D | -1.8% | -1.3% | -0.6% | -0.7% |
| 30D | +6.7% | +4.0% | +2.6% | +2.1% |
| 3M | +4.9% | +13.8% | -8.9% | -8.0% |
| 6M | +3.6% | +32.7% | -29.1% | -21.4% |
| YTD | +21.9% | +27.6% | -5.7% | -4.2% |
| 1Y | +61.6% | +47.4% | +14.2% | +10.4% |
| 3Y | +52.1% | +129.0% | -76.9% | -33.5% |
| 5Y | +43.2% | +92.7% | -49.5% | -27.9% |
| 10Y | +521.5% | +182.1% | +339.4% | +114.5% |
| All | +2,123.6% | +1,463.9% | +659.7% | +231.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling