+134.0%
BP vs VALE
+528.4%
-394.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +5.7% | -0.2% | +5.9% | +5.8% |
| 30D | +8.1% | +9.7% | -1.7% | +4.6% |
| 3M | +8.6% | +5.3% | +3.3% | +6.2% |
| 6M | +18.1% | +0.5% | +17.6% | +16.2% |
| YTD | +37.6% | +20.6% | +17.0% | +26.1% |
| 1Y | +39.4% | +57.6% | -18.2% | +16.0% |
| 3Y | +40.1% | +50.6% | -10.5% | +15.9% |
| 5Y | +141.3% | +41.8% | +99.5% | +95.3% |
| All | +134.0% | +528.4% | -394.3% | +22.5% |
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