+91.7%
BKNG vs VALE
+40.8%
+50.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.7% |
| 7D | -10.7% | -0.2% | -10.5% | -10.6% |
| 30D | -18.1% | +9.7% | -27.9% | -19.7% |
| 3M | +8.5% | +5.3% | +3.3% | +7.1% |
| 6M | -0.1% | +0.5% | -0.6% | -0.7% |
| YTD | -18.2% | +20.6% | -38.8% | -22.6% |
| 1Y | -19.9% | +57.6% | -77.5% | -29.0% |
| 3Y | +41.6% | +50.6% | -8.9% | +24.5% |
| All | +91.7% | +40.8% | +50.9% | +68.3% |
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