+71.3%
VALE vs BURL
+987.9%
-916.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.7% |
| 7D | +2.4% | +3.5% | -1.1% | +1.7% |
| 30D | -18.7% | -9.3% | -9.4% | -17.3% |
| 3M | -21.2% | -32.1% | +10.9% | -15.5% |
| 6M | -26.1% | -19.8% | -6.3% | -23.7% |
| YTD | -9.6% | -13.2% | +3.6% | -8.3% |
| 1Y | +0.7% | -7.8% | +8.6% | +0.6% |
| 3Y | +3.3% | +89.3% | -86.0% | -13.2% |
| 5Y | +49.4% | -15.8% | +65.2% | +42.7% |
| 10Y | +258.6% | +262.2% | -3.5% | +138.9% |
| All | +71.3% | +987.9% | -916.7% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling