+177.5%
BP vs VALE
+2,275.1%
-2,097.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +3.9% | +1.6% | +2.3% | +3.3% |
| 30D | +7.6% | +5.1% | +2.5% | +5.7% |
| 3M | +0.7% | -0.4% | +1.1% | +0.4% |
| 6M | +15.5% | -2.2% | +17.7% | +14.6% |
| YTD | +30.8% | +20.5% | +10.3% | +20.6% |
| 1Y | +34.3% | +61.2% | -26.9% | +12.2% |
| 3Y | +35.1% | +43.1% | -8.1% | +15.2% |
| 5Y | +126.8% | +34.0% | +92.9% | +90.5% |
| 10Y | +123.4% | +469.7% | -346.3% | +6.7% |
| All | +177.5% | +2,275.1% | -2,097.6% | -6.8% |
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