+521.5%
VALE vs RBA
+189.2%
+332.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.8% | -1.9% | +0.1% | -1.3% |
| 30D | +6.7% | -13.0% | +19.6% | +10.8% |
| 3M | +4.9% | -23.1% | +28.0% | +12.1% |
| 6M | +3.6% | -22.6% | +26.2% | +10.3% |
| YTD | +21.9% | -20.4% | +42.3% | +28.0% |
| 1Y | +61.6% | -29.6% | +91.1% | +75.8% |
| 3Y | +52.1% | +26.6% | +25.6% | +34.9% |
| 5Y | +43.2% | +38.2% | +5.0% | +18.0% |
| 10Y | +521.5% | +194.7% | +326.8% | +232.4% |
| All | +521.5% | +189.2% | +332.3% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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