+367.0%
VALE vs BLDR
+374.7%
-7.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.7% |
| 7D | -3.2% | -3.0% | -0.2% | -2.6% |
| 30D | -15.1% | +20.1% | -35.2% | -18.9% |
| 3M | -18.7% | -17.5% | -1.2% | -16.0% |
| 6M | -31.5% | -16.1% | -15.4% | -30.2% |
| YTD | -11.4% | -41.0% | +29.6% | -3.3% |
| 1Y | -1.9% | -41.6% | +39.7% | +7.2% |
| 3Y | +1.7% | -50.8% | +52.5% | +10.7% |
| 5Y | +35.4% | -10.8% | +46.2% | +23.7% |
| 10Y | +204.8% | +486.3% | -281.5% | +70.3% |
| All | +367.0% | +374.7% | -7.7% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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