+40.9%
VALE vs BRKR
-39.7%
+80.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -0.3% | -8.7% | +8.4% | +1.1% |
| 30D | +8.6% | -9.9% | +18.5% | +10.2% |
| 3M | +2.0% | -3.1% | +5.1% | +1.3% |
| 6M | +2.1% | +45.5% | -43.4% | -6.0% |
| YTD | +20.2% | +13.7% | +6.5% | +14.6% |
| 1Y | +55.2% | +67.4% | -12.3% | +38.5% |
| 3Y | +45.9% | -13.2% | +59.1% | +40.3% |
| All | +40.9% | -39.7% | +80.7% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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