+237.7%
VALE vs BURL
+252.7%
-15.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | +1.8% | +4.1% | -2.3% | +0.9% |
| 30D | -14.8% | -9.5% | -5.4% | -13.3% |
| 3M | -19.0% | -33.5% | +14.5% | -12.7% |
| 6M | -27.7% | -22.1% | -5.6% | -24.9% |
| YTD | -8.5% | -14.6% | +6.1% | -6.9% |
| 1Y | +2.6% | -8.4% | +11.0% | +2.5% |
| 3Y | +4.0% | +86.6% | -82.5% | -13.1% |
| 5Y | +51.2% | -17.2% | +68.4% | +45.6% |
| All | +237.7% | +252.7% | -15.0% | +118.8% |
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