+18.4%
BX vs VALE
+40.3%
-21.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -5.6% | -0.3% | -5.3% | -5.5% |
| 30D | -12.2% | +8.6% | -20.9% | -14.4% |
| 3M | +7.4% | +2.0% | +5.4% | +6.5% |
| 6M | +22.2% | +2.1% | +20.1% | +21.0% |
| YTD | -14.0% | +20.2% | -34.2% | -19.6% |
| 1Y | -27.3% | +55.2% | -82.5% | -37.2% |
| 3Y | +24.5% | +45.9% | -21.3% | +7.4% |
| All | +18.4% | +40.3% | -21.8% | +8.3% |
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