+3,949.4%
BLK vs VALE
+2,276.6%
+1,672.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | -7.0% | +9.7% | -16.8% | -9.8% |
| 3M | +5.7% | +5.3% | +0.4% | +3.6% |
| 6M | +11.0% | +0.5% | +10.5% | +10.2% |
| YTD | +0.9% | +20.6% | -19.7% | -5.7% |
| 1Y | -1.6% | +57.6% | -59.2% | -15.3% |
| 3Y | +64.5% | +50.6% | +13.9% | +41.1% |
| 5Y | +30.9% | +41.8% | -11.0% | +9.0% |
| 10Y | +275.1% | +515.1% | -240.0% | +76.4% |
| All | +3,949.4% | +2,276.6% | +1,672.8% | +1,337.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling