+41.8%
VALE vs BN
+30.5%
+11.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -0.2% | -5.9% | +5.7% | +2.4% |
| 30D | +9.7% | -15.1% | +24.8% | +17.7% |
| 3M | +5.3% | -14.6% | +19.8% | +12.5% |
| 6M | +0.5% | -8.4% | +9.0% | +4.1% |
| YTD | +20.6% | -16.8% | +37.4% | +29.5% |
| 1Y | +57.6% | -14.4% | +72.0% | +66.3% |
| 3Y | +50.6% | +70.1% | -19.6% | +11.5% |
| 5Y | +41.8% | +33.5% | +8.3% | +9.1% |
| All | +41.8% | +30.5% | +11.3% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 5y: compounded portfolio wealth divided by compounded BN 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…
5y analysis · Full analysis span regression · 6 months rolling