+950.6%
BX vs VALE
+98.8%
+851.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.3% |
| 7D | -2.0% | +2.9% | -4.9% | -3.1% |
| 30D | -2.3% | +8.8% | -11.1% | -5.6% |
| 3M | +18.5% | +6.8% | +11.8% | +15.1% |
| 6M | +23.7% | +6.9% | +16.8% | +19.7% |
| YTD | -10.4% | +22.8% | -33.2% | -18.4% |
| 1Y | -19.6% | +61.3% | -80.8% | -34.2% |
| 3Y | +30.8% | +53.3% | -22.5% | +7.0% |
| 5Y | +24.3% | +44.9% | -20.5% | -1.6% |
| 10Y | +679.5% | +486.8% | +192.7% | +194.9% |
| All | +950.6% | +98.8% | +851.9% | +297.6% |
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