+192.8%
BP vs VALE
+1,645.1%
-1,452.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +3.8% | -3.2% | +7.0% | +4.8% |
| 30D | -5.3% | -15.1% | +9.8% | -0.4% |
| 3M | +9.3% | -18.7% | +27.9% | +16.2% |
| 6M | +7.2% | -31.5% | +38.7% | +20.0% |
| YTD | +38.0% | -11.4% | +49.5% | +40.1% |
| 1Y | +33.2% | -1.9% | +35.1% | +30.5% |
| 3Y | +50.3% | +1.7% | +48.6% | +43.2% |
| 5Y | +114.1% | +35.4% | +78.7% | +78.7% |
| 10Y | +140.7% | +204.8% | -64.1% | +41.1% |
| All | +192.8% | +1,645.1% | -1,452.4% | +8.2% |
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