+21.5%
BX vs VALE
+45.8%
-24.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.5% |
| 7D | -8.9% | -0.2% | -8.7% | -8.9% |
| 30D | -14.8% | +9.7% | -24.5% | -17.4% |
| 3M | +6.9% | +5.3% | +1.7% | +4.8% |
| 6M | +16.3% | +0.5% | +15.7% | +15.7% |
| YTD | -16.1% | +20.6% | -36.7% | -22.6% |
| 1Y | -26.8% | +57.6% | -84.4% | -39.3% |
| All | +21.5% | +45.8% | -24.3% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling