+72.3%
BA vs VALE
+473.3%
-401.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.4% |
| 7D | +2.5% | +2.9% | -0.4% | +1.3% |
| 30D | -10.1% | +8.8% | -18.9% | -13.1% |
| 3M | -2.4% | +6.8% | -9.2% | -5.1% |
| 6M | -8.8% | +6.9% | -15.7% | -11.6% |
| YTD | -2.9% | +22.8% | -25.8% | -11.4% |
| 1Y | -8.8% | +61.3% | -70.0% | -25.0% |
| 3Y | -0.3% | +53.3% | -53.6% | -18.0% |
| 5Y | -0.3% | +44.9% | -45.2% | -21.5% |
| 10Y | +72.3% | +486.8% | -414.4% | -16.5% |
| All | +72.3% | +473.3% | -401.0% | -16.5% |
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