+147.1%
VALE vs BR
+1,281.7%
-1,134.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -1.8% | -5.0% | +3.2% | +1.3% |
| 30D | +6.7% | -2.5% | +9.1% | +8.1% |
| 3M | +4.9% | +13.5% | -8.6% | -5.1% |
| 6M | +3.6% | -9.4% | +13.0% | +7.6% |
| YTD | +21.9% | -23.3% | +45.2% | +39.0% |
| 1Y | +61.6% | -31.6% | +93.2% | +98.7% |
| 3Y | +52.1% | -5.1% | +57.2% | +43.6% |
| 5Y | +43.2% | +8.2% | +35.0% | +16.6% |
| 10Y | +521.5% | +189.8% | +331.7% | +121.3% |
| All | +147.1% | +1,281.7% | -1,134.6% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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