+289.9%
BNY vs VALE
+45.4%
+244.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -1.3% | -0.3% | -1.1% | -1.3% |
| 30D | -0.2% | +8.6% | -8.8% | -2.1% |
| 3M | +14.9% | +2.0% | +12.9% | +14.2% |
| 6M | +40.0% | +2.1% | +37.9% | +38.6% |
| YTD | +42.0% | +20.2% | +21.8% | +34.3% |
| 1Y | +56.9% | +55.2% | +1.7% | +39.0% |
| 3Y | +289.9% | +45.9% | +244.0% | +237.0% |
| All | +289.9% | +45.4% | +244.5% | +237.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling