+36.8%
VALE vs BTSG
+389.4%
-352.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -0.3% | -3.3% | +3.0% | +0.1% |
| 30D | +8.6% | -1.6% | +10.2% | +8.7% |
| 3M | +2.0% | -6.9% | +8.9% | +2.2% |
| 6M | +2.1% | +42.1% | -40.0% | -3.3% |
| YTD | +20.2% | +56.8% | -36.6% | +12.4% |
| 1Y | +55.2% | +109.8% | -54.7% | +39.9% |
| All | +36.8% | +389.4% | -352.6% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling