+2,275.1%
VALE vs BN
+4,702.4%
-2,427.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +1.6% | -2.5% | +4.1% | +3.4% |
| 30D | +5.1% | -9.5% | +14.6% | +12.9% |
| 3M | -0.4% | -10.4% | +10.0% | +7.6% |
| 6M | -2.2% | -6.4% | +4.1% | +1.8% |
| YTD | +20.5% | -11.9% | +32.4% | +29.9% |
| 1Y | +61.2% | -8.6% | +69.8% | +67.5% |
| 3Y | +43.1% | +77.6% | -34.4% | -17.5% |
| 5Y | +34.0% | +37.0% | -3.1% | -11.0% |
| 10Y | +469.7% | +266.4% | +203.3% | +54.8% |
| All | +2,275.1% | +4,702.4% | -2,427.3% | +84.7% |
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