+171.6%
BKR vs VALE
+40.3%
+131.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -7.0% | -0.3% | -6.7% | -6.9% |
| 30D | -8.1% | +8.6% | -16.8% | -10.9% |
| 3M | -6.6% | +2.0% | -8.6% | -7.6% |
| 6M | +0.9% | +2.1% | -1.3% | -0.9% |
| YTD | +31.1% | +20.2% | +10.9% | +20.7% |
| 1Y | +27.7% | +55.2% | -27.5% | +6.9% |
| 3Y | +71.2% | +45.9% | +25.3% | +43.1% |
| All | +171.6% | +40.3% | +131.3% | +131.3% |
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