+209.9%
BKNG vs VALE
+526.3%
-316.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -9.8% | -0.3% | -9.5% | -9.8% |
| 30D | -17.9% | +8.6% | -26.5% | -19.7% |
| 3M | +6.6% | +2.0% | +4.6% | +5.6% |
| 6M | +1.1% | +2.1% | -1.0% | -0.2% |
| YTD | -18.2% | +20.2% | -38.4% | -23.4% |
| 1Y | -20.2% | +55.2% | -75.4% | -30.5% |
| 3Y | +39.9% | +45.9% | -6.0% | +21.5% |
| 5Y | +93.1% | +41.4% | +51.7% | +62.6% |
| All | +209.9% | +526.3% | -316.4% | +77.6% |
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 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