+120.2%
BKR vs VALE
+526.3%
-406.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.4% |
| 7D | -7.0% | -0.3% | -6.7% | -6.9% |
| 30D | -8.1% | +8.6% | -16.8% | -11.4% |
| 3M | -6.6% | +2.0% | -8.6% | -7.9% |
| 6M | +0.9% | +2.1% | -1.3% | -1.2% |
| YTD | +31.1% | +20.2% | +10.9% | +19.1% |
| 1Y | +27.7% | +55.2% | -27.5% | +3.9% |
| 3Y | +71.2% | +45.9% | +25.3% | +39.1% |
| 5Y | +177.6% | +41.4% | +136.3% | +117.8% |
| All | +120.2% | +526.3% | -406.2% | +5.7% |
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 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