+2,268.8%
VALE vs BRKR
+431.2%
+1,837.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -0.3% | -8.7% | +8.4% | +2.0% |
| 30D | +8.6% | -9.9% | +18.5% | +11.3% |
| 3M | +2.0% | -3.1% | +5.1% | +1.0% |
| 6M | +2.1% | +45.5% | -43.4% | -9.9% |
| YTD | +20.2% | +13.7% | +6.5% | +12.4% |
| 1Y | +55.2% | +67.4% | -12.3% | +30.1% |
| 3Y | +45.9% | -13.2% | +59.1% | +38.3% |
| 5Y | +41.4% | -39.5% | +80.9% | +43.2% |
| 10Y | +513.1% | +153.5% | +359.6% | +317.1% |
| All | +2,268.8% | +431.2% | +1,837.7% | +1,029.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling