+1,654.5%
VALE vs BEN
+432.2%
+1,222.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.8% |
| 7D | -1.5% | +11.3% | -12.8% | -8.0% |
| 30D | -15.6% | +15.0% | -30.6% | -23.2% |
| 3M | -19.5% | +7.8% | -27.4% | -23.9% |
| 6M | -31.9% | +15.5% | -47.4% | -38.6% |
| YTD | -11.0% | +55.4% | -66.4% | -34.1% |
| 1Y | -2.1% | +63.3% | -65.4% | -29.9% |
| 3Y | +1.4% | +83.4% | -82.0% | -37.2% |
| 5Y | +36.2% | +28.1% | +8.1% | +0.1% |
| 10Y | +206.4% | +59.1% | +147.4% | +69.9% |
| All | +1,654.5% | +432.2% | +1,222.3% | +480.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling