+12.7%
VALE vs BTDR
+23.3%
-10.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.7% |
| 7D | -1.8% | +14.8% | -16.6% | -2.5% |
| 30D | +6.7% | +41.8% | -35.2% | +5.0% |
| 3M | +4.9% | -29.2% | +34.1% | +5.7% |
| 6M | +3.6% | +66.2% | -62.6% | +0.6% |
| YTD | +21.9% | +10.0% | +11.9% | +19.8% |
| 1Y | +61.6% | -11.0% | +72.5% | +58.9% |
| 3Y | +52.1% | +6.9% | +45.2% | +41.0% |
| 5Y | +43.2% | +24.7% | +18.5% | +30.1% |
| All | +12.7% | +23.3% | -10.6% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling