+1,701.1%
VALE vs BN
+4,920.1%
-3,218.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.6% |
| 7D | +1.3% | -2.4% | +3.7% | +3.1% |
| 30D | -14.3% | +13.5% | -27.9% | -22.6% |
| 3M | -16.8% | -5.9% | -10.9% | -13.8% |
| 6M | -30.2% | -8.9% | -21.3% | -26.4% |
| YTD | -8.6% | -7.9% | -0.7% | -5.4% |
| 1Y | +1.6% | -8.3% | +9.9% | +5.1% |
| 3Y | +4.1% | +100.8% | -96.7% | -45.4% |
| 5Y | +38.7% | +38.2% | +0.5% | -8.6% |
| 10Y | +214.6% | +302.3% | -87.7% | -21.3% |
| All | +1,701.1% | +4,920.1% | -3,218.9% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling