+3.7%
VALE vs BTDR
-69.9%
+73.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.6% | +9.7% | +4.5% |
| 7D | -0.3% | -17.6% | +17.2% | +1.1% |
| 30D | -19.2% | -40.3% | +21.0% | -15.7% |
| 3M | -20.7% | -42.6% | +21.9% | -17.5% |
| 6M | -25.8% | -46.3% | +20.5% | -23.8% |
| YTD | -9.8% | -41.7% | +32.0% | -9.4% |
| 1Y | +3.7% | -69.4% | +73.1% | +6.2% |
| All | +3.7% | -69.9% | +73.6% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling