+2.8%
VALE vs BURL
+89.8%
-87.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.6% |
| 7D | +2.4% | +3.5% | -1.1% | +1.9% |
| 30D | -18.7% | -9.3% | -9.4% | -17.7% |
| 3M | -21.2% | -32.1% | +10.9% | -17.1% |
| 6M | -26.1% | -19.8% | -6.3% | -24.4% |
| YTD | -9.6% | -13.2% | +3.6% | -8.7% |
| 1Y | +0.7% | -7.8% | +8.6% | +0.6% |
| All | +2.8% | +89.8% | -87.0% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling