+37.8%
VALE vs BURL
-10.8%
+48.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.0% | -0.1% |
| 7D | -3.2% | -1.6% | -1.6% | -3.0% |
| 30D | -15.1% | -7.7% | -7.3% | -14.2% |
| 3M | -18.7% | -31.7% | +13.0% | -14.9% |
| 6M | -31.5% | -15.2% | -16.3% | -30.5% |
| YTD | -11.4% | -15.9% | +4.5% | -10.1% |
| 1Y | -1.9% | -14.2% | +12.4% | -0.9% |
| 3Y | +1.7% | +93.5% | -91.8% | -8.5% |
| All | +37.8% | -10.8% | +48.6% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling