+3.6%
VALE vs BTG
+8.1%
-4.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -1.2% |
| 7D | -1.8% | +2.4% | -4.2% | -2.5% |
| 30D | +6.7% | +9.5% | -2.8% | +4.2% |
| 3M | +4.9% | +38.5% | -33.6% | -4.2% |
| 6M | +3.6% | +5.6% | -2.1% | +3.2% |
| All | +3.6% | +8.1% | -4.5% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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