+40.9%
VALE vs BTDR
+20.7%
+20.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.1% | -0.5% |
| 7D | -0.3% | -3.4% | +3.1% | -0.1% |
| 30D | +8.6% | +32.6% | -24.0% | +7.2% |
| 3M | +2.0% | -32.2% | +34.2% | +3.0% |
| 6M | +2.1% | +52.4% | -50.2% | -0.5% |
| YTD | +20.2% | +6.7% | +13.5% | +18.3% |
| 1Y | +55.2% | -15.2% | +70.4% | +52.9% |
| 3Y | +45.9% | +14.9% | +31.0% | +35.8% |
| All | +40.9% | +20.7% | +20.2% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling