-31.5%
VALE vs BTI
-0.7%
-30.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.3% |
| 7D | -3.2% | +1.6% | -4.8% | -2.9% |
| 30D | -15.1% | +9.2% | -24.3% | -13.5% |
| 3M | -18.7% | +9.6% | -28.3% | -16.9% |
| 6M | -31.5% | -2.4% | -29.0% | -29.7% |
| All | -31.5% | -0.7% | -30.8% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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