+2.2%
VALE vs BEN
+85.5%
-83.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.3% |
| 7D | -1.5% | +11.3% | -12.8% | -4.4% |
| 30D | -15.6% | +15.0% | -30.6% | -19.0% |
| 3M | -19.5% | +7.8% | -27.4% | -21.4% |
| 6M | -31.9% | +15.5% | -47.4% | -34.8% |
| YTD | -11.0% | +55.4% | -66.4% | -21.7% |
| 1Y | -2.1% | +63.3% | -65.4% | -15.1% |
| All | +2.2% | +85.5% | -83.3% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling