+33.0%
BLK vs VALE
+40.3%
-7.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | -3.3% | -0.3% | -3.0% | -3.3% |
| 30D | -6.5% | +8.6% | -15.2% | -8.5% |
| 3M | +6.7% | +2.0% | +4.8% | +6.0% |
| 6M | +14.7% | +2.1% | +12.6% | +13.8% |
| YTD | +2.5% | +20.2% | -17.7% | -2.6% |
| 1Y | -2.8% | +55.2% | -57.9% | -13.1% |
| 3Y | +65.9% | +45.9% | +20.0% | +47.8% |
| All | +33.0% | +40.3% | -7.3% | +18.7% |
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 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