+544.8%
BNY vs VALE
+2,276.6%
-1,731.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.4% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | +1.4% | +9.7% | -8.3% | -1.8% |
| 3M | +16.8% | +5.3% | +11.5% | +14.5% |
| 6M | +42.0% | +0.5% | +41.4% | +40.6% |
| YTD | +41.9% | +20.6% | +21.3% | +31.4% |
| 1Y | +59.2% | +57.6% | +1.6% | +34.5% |
| 3Y | +290.9% | +50.6% | +240.4% | +227.6% |
| 5Y | +259.0% | +41.8% | +217.2% | +190.6% |
| 10Y | +413.0% | +515.1% | -102.0% | +113.5% |
| All | +544.8% | +2,276.6% | -1,731.8% | +52.9% |
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