+2,320.2%
VALE vs BTI
+2,025.1%
+295.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +2.9% | -1.4% | +4.3% | +3.7% |
| 30D | +8.8% | -7.0% | +15.8% | +13.3% |
| 3M | +6.8% | -6.3% | +13.1% | +9.7% |
| 6M | +6.9% | -2.0% | +8.9% | +6.3% |
| YTD | +22.8% | +0.2% | +22.6% | +20.3% |
| 1Y | +61.3% | +3.8% | +57.5% | +54.0% |
| 3Y | +53.3% | +112.1% | -58.8% | -9.3% |
| 5Y | +44.9% | +113.6% | -68.8% | -16.3% |
| 10Y | +486.8% | +69.6% | +417.2% | +267.5% |
| All | +2,320.2% | +2,025.1% | +295.1% | +544.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling