+138.1%
VALE vs BUD
+201.1%
-63.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.4% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | +5.1% | -5.7% | +10.8% | +8.4% |
| 3M | -0.4% | +3.1% | -3.5% | -2.6% |
| 6M | -2.2% | +7.9% | -10.1% | -6.8% |
| YTD | +20.5% | +27.3% | -6.8% | +4.6% |
| 1Y | +61.2% | +37.8% | +23.4% | +33.2% |
| 3Y | +43.1% | +49.8% | -6.7% | +9.9% |
| 5Y | +34.0% | +43.8% | -9.9% | +1.0% |
| 10Y | +469.7% | -22.6% | +492.3% | +488.1% |
| All | +138.1% | +201.1% | -63.0% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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