+204.8%
VALE vs RBA
+207.2%
-2.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.8% |
| 7D | -3.2% | +1.7% | -4.9% | -3.6% |
| 30D | -15.1% | +8.3% | -23.4% | -17.1% |
| 3M | -18.7% | +10.5% | -29.2% | -21.3% |
| 6M | -31.5% | -5.9% | -25.6% | -31.1% |
| YTD | -11.4% | -6.9% | -4.6% | -11.3% |
| 1Y | -1.9% | -4.9% | +3.0% | -2.4% |
| 3Y | +1.7% | +64.5% | -62.8% | -16.4% |
| 5Y | +35.4% | +46.1% | -10.6% | +12.2% |
| All | +204.8% | +207.2% | -2.3% | +75.2% |
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