+44.9%
VALE vs RBA
+44.6%
+0.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.2% |
| 7D | +2.9% | -1.1% | +4.0% | +3.1% |
| 30D | +8.8% | -13.2% | +22.0% | +11.2% |
| 3M | +6.8% | -21.4% | +28.1% | +10.2% |
| 6M | +6.9% | -20.9% | +27.8% | +10.2% |
| YTD | +22.8% | -19.9% | +42.7% | +25.9% |
| 1Y | +61.3% | -28.7% | +89.9% | +68.5% |
| 3Y | +53.3% | +27.4% | +25.9% | +44.8% |
| 5Y | +44.9% | +41.7% | +3.1% | +20.0% |
| All | +44.9% | +44.6% | +0.2% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling