+457.7%
VALE vs BURL
+215.5%
+242.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.8% |
| 7D | +1.6% | -2.8% | +4.4% | +2.1% |
| 30D | +5.1% | -28.2% | +33.3% | +12.0% |
| 3M | -0.4% | -17.6% | +17.2% | +3.1% |
| 6M | -2.2% | -11.8% | +9.6% | -0.6% |
| YTD | +20.5% | -8.1% | +28.7% | +21.3% |
| 1Y | +61.2% | -12.0% | +73.1% | +62.6% |
| 3Y | +43.1% | +63.3% | -20.2% | +23.1% |
| 5Y | +34.0% | -10.8% | +44.8% | +27.1% |
| All | +457.7% | +215.5% | +242.3% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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