+40.9%
VALE vs BRO
+17.6%
+23.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -0.3% | -7.3% | +7.1% | +0.3% |
| 30D | +8.6% | -6.9% | +15.5% | +9.2% |
| 3M | +2.0% | +10.7% | -8.7% | +0.6% |
| 6M | +2.1% | -2.7% | +4.8% | +2.2% |
| YTD | +20.2% | -16.3% | +36.5% | +22.7% |
| 1Y | +55.2% | -29.1% | +84.2% | +62.8% |
| 3Y | +45.9% | -7.8% | +53.7% | +42.5% |
| All | +40.9% | +17.6% | +23.3% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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