+47.9%
VALE vs BROS
+62.9%
-15.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.6% |
| 7D | -1.8% | -6.6% | +4.7% | -1.2% |
| 30D | +6.7% | -12.3% | +19.0% | +7.9% |
| 3M | +4.9% | -22.2% | +27.1% | +6.8% |
| 6M | +3.6% | -14.3% | +17.9% | +4.3% |
| YTD | +21.9% | -26.6% | +48.4% | +24.0% |
| 1Y | +61.6% | -31.5% | +93.1% | +64.8% |
| All | +47.9% | +62.9% | -15.0% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3y: compounded portfolio wealth divided by compounded BROS 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…
3y analysis · Full analysis span regression · 6 months rolling