+57.6%
VALE vs BEN
+43.6%
+14.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | +9.7% | +0.9% | +8.8% | +9.4% |
| 3M | +5.3% | +9.2% | -3.9% | +2.2% |
| 6M | +0.5% | +36.8% | -36.2% | -9.2% |
| YTD | +20.6% | +44.4% | -23.8% | +7.1% |
| 1Y | +57.6% | +45.8% | +11.8% | +37.3% |
| All | +57.6% | +43.6% | +14.0% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling