+668.0%
BE vs VALE
+60.2%
+607.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.7% |
| 7D | +10.8% | -3.2% | +14.0% | +12.9% |
| 30D | -19.8% | -15.1% | -4.7% | -13.3% |
| 3M | -18.7% | -18.7% | 0.0% | -10.3% |
| 6M | -33.7% | -31.5% | -2.3% | -19.5% |
| YTD | +121.0% | -11.4% | +132.4% | +136.3% |
| 1Y | +85.4% | -1.9% | +87.3% | +88.6% |
| 3Y | +1,709.5% | +1.7% | +1,707.8% | +1,685.9% |
| 5Y | +462.2% | +35.4% | +426.8% | +357.2% |
| All | +668.0% | +60.2% | +607.8% | +386.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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