+137.1%
BP vs VALE
+214.6%
-77.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.8% | +1.3% | -2.1% | -1.3% |
| 30D | -3.1% | -14.3% | +11.2% | +1.8% |
| 3M | +6.2% | -16.8% | +23.0% | +12.3% |
| 6M | +4.8% | -30.2% | +35.0% | +17.1% |
| YTD | +35.2% | -8.6% | +43.8% | +35.3% |
| 1Y | +27.4% | +1.6% | +25.8% | +22.7% |
| 3Y | +49.8% | +4.1% | +45.7% | +40.3% |
| 5Y | +109.4% | +38.7% | +70.7% | +68.8% |
| All | +137.1% | +214.6% | -77.5% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling