+518.1%
BE vs VALE
+38.6%
+479.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | 0.0% | +13.0% | +13.0% |
| 7D | +4.5% | +1.3% | +3.2% | +4.0% |
| 30D | -20.1% | -14.3% | -5.8% | -14.0% |
| 3M | -0.8% | -16.8% | +16.0% | +8.3% |
| 6M | -26.2% | -30.2% | +4.0% | -11.4% |
| YTD | +141.1% | -8.6% | +149.7% | +155.5% |
| 1Y | +64.8% | +1.6% | +63.2% | +66.6% |
| 3Y | +1,887.4% | +4.1% | +1,883.3% | +1,868.1% |
| 5Y | +518.1% | +38.7% | +479.4% | +440.6% |
| All | +518.1% | +38.6% | +479.5% | +440.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling