+37.8%
VALE vs BROS
-43.5%
+81.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.5% | -7.0% | -1.0% |
| 7D | -3.2% | +6.3% | -9.5% | -3.7% |
| 30D | -15.1% | -8.3% | -6.7% | -14.8% |
| 3M | -18.7% | -29.8% | +11.1% | -16.8% |
| 6M | -31.5% | -25.8% | -5.6% | -30.4% |
| YTD | -11.4% | -41.4% | +29.9% | -8.7% |
| 1Y | -1.9% | -35.2% | +33.3% | +0.4% |
| 3Y | +1.7% | +32.8% | -31.1% | -3.2% |
| All | +37.8% | -43.5% | +81.3% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling