+25.4%
VALE vs BTG
+385.9%
-360.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -1.1% |
| 7D | -1.8% | +2.4% | -4.2% | -2.3% |
| 30D | +6.7% | +9.5% | -2.8% | +4.8% |
| 3M | +4.9% | +38.5% | -33.6% | -1.9% |
| 6M | +3.6% | +5.6% | -2.1% | +1.3% |
| YTD | +21.9% | +23.9% | -2.1% | +15.3% |
| 1Y | +61.6% | +32.1% | +29.4% | +50.1% |
| 3Y | +52.1% | +103.2% | -51.1% | +27.7% |
| 5Y | +43.2% | +79.7% | -36.5% | +21.7% |
| 10Y | +521.5% | +159.1% | +362.4% | +356.3% |
| All | +25.4% | +385.9% | -360.4% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling