+851.5%
BX vs VALE
+43.3%
+808.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +0.6% | -3.2% | +3.8% | +1.8% |
| 30D | +14.2% | -15.1% | +29.3% | +21.1% |
| 3M | -18.7% | -18.7% | 0.0% | -12.6% |
| 6M | +2.5% | -31.5% | +33.9% | +17.2% |
| YTD | -18.8% | -11.4% | -7.4% | -16.7% |
| 1Y | -10.3% | -1.9% | -8.5% | -11.6% |
| 3Y | +35.4% | +1.7% | +33.7% | +29.1% |
| 5Y | +0.3% | +35.4% | -35.2% | -18.6% |
| 10Y | +668.4% | +204.8% | +463.5% | +280.1% |
| All | +851.5% | +43.3% | +808.2% | +306.1% |
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