+141.1%
BP vs VALE
+43.3%
+97.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | +4.0% | -1.8% | +5.8% | +4.5% |
| 30D | +7.8% | +6.7% | +1.2% | +5.7% |
| 3M | +8.4% | +4.9% | +3.5% | +6.5% |
| 6M | +15.1% | +3.6% | +11.5% | +12.4% |
| YTD | +36.4% | +21.9% | +14.5% | +25.7% |
| 1Y | +40.9% | +61.6% | -20.7% | +18.1% |
| 3Y | +38.8% | +52.1% | -13.3% | +16.1% |
| 5Y | +141.1% | +43.2% | +97.9% | +95.6% |
| All | +141.1% | +43.3% | +97.8% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling