+1,874.3%
BE vs VALE
+4.4%
+1,869.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | 0.0% | +13.0% | +13.0% |
| 7D | +4.5% | +1.3% | +3.2% | +3.9% |
| 30D | -20.1% | -14.3% | -5.8% | -12.3% |
| 3M | -0.8% | -16.8% | +16.0% | +10.8% |
| 6M | -26.2% | -30.2% | +4.0% | -7.6% |
| YTD | +141.1% | -8.6% | +149.7% | +160.7% |
| 1Y | +64.8% | +1.6% | +63.2% | +68.4% |
| All | +1,874.3% | +4.4% | +1,869.8% | +2,040.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling