+23.3%
BA vs VALE
+204.8%
-181.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.1% | -3.2% | +2.1% | 0.0% |
| 30D | -7.1% | -15.1% | +7.9% | -1.6% |
| 3M | -25.5% | -18.7% | -6.8% | -20.2% |
| 6M | -28.7% | -31.5% | +2.8% | -18.8% |
| YTD | -21.0% | -11.4% | -9.6% | -19.1% |
| 1Y | -11.9% | -1.9% | -10.0% | -13.3% |
| 3Y | -16.2% | +1.7% | -17.8% | -20.1% |
| 5Y | -22.4% | +35.4% | -57.8% | -38.6% |
| All | +23.3% | +204.8% | -181.5% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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