+0.8%
BKR vs VALE
+1.5%
-0.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.6% | -6.5% |
| 7D | -6.7% | -0.2% | -6.5% | -6.6% |
| 30D | -8.3% | +9.7% | -18.1% | -9.5% |
| 3M | -5.4% | +5.3% | -10.7% | -5.9% |
| 6M | +0.8% | +0.5% | +0.3% | -1.3% |
| All | +0.8% | +1.5% | -0.7% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling