+156.8%
BITO vs VALE
+45.4%
+111.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.4% | -0.3% | -3.2% | -3.4% |
| 30D | +21.4% | +8.6% | +12.8% | +18.1% |
| 3M | +20.5% | +2.0% | +18.5% | +19.5% |
| 6M | +7.4% | +2.1% | +5.3% | +6.1% |
| YTD | -13.9% | +20.2% | -34.1% | -19.0% |
| 1Y | -35.1% | +55.2% | -90.2% | -43.3% |
| 3Y | +156.8% | +45.9% | +110.9% | +115.0% |
| All | +156.8% | +45.4% | +111.5% | +115.0% |
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