+1,683.3%
BE vs VALE
+47.4%
+1,635.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.4% |
| 7D | +23.9% | -1.8% | +25.8% | +25.3% |
| 30D | +27.8% | +6.7% | +21.2% | +22.3% |
| 3M | +3.7% | +4.9% | -1.2% | +0.9% |
| 6M | +78.0% | +3.6% | +74.4% | +73.3% |
| YTD | +209.9% | +21.9% | +188.0% | +179.0% |
| 1Y | +389.6% | +61.6% | +328.0% | +282.7% |
| All | +1,683.3% | +47.4% | +1,635.9% | +1,362.7% |
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