+5.4%
VALE vs BURL
-9.4%
+14.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.2% | -0.9% | +2.9% |
| 7D | +5.6% | +7.7% | -2.1% | +4.8% |
| 30D | -12.1% | -7.1% | -5.0% | -11.7% |
| 3M | -16.3% | -30.3% | +14.0% | -13.7% |
| 6M | -26.0% | -15.5% | -10.4% | -25.5% |
| YTD | -5.5% | -11.0% | +5.5% | -4.0% |
| All | +5.4% | -9.4% | +14.8% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling