+4.4%
VALE vs BTDR
+76.0%
-71.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.6% |
| 7D | +2.9% | +22.4% | -19.5% | +0.6% |
| 30D | +8.8% | +16.5% | -7.7% | +6.3% |
| 3M | +6.8% | -31.5% | +38.2% | +11.3% |
| All | +4.4% | +76.0% | -71.6% | -13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling