-11.5%
BA vs VALE
+5.1%
-16.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -1.3% |
| 7D | -1.7% | +5.6% | -7.3% | -2.9% |
| 30D | -9.5% | -12.1% | +2.7% | -6.9% |
| 3M | -26.5% | -16.3% | -10.2% | -23.8% |
| 6M | -27.4% | -26.0% | -1.4% | -22.5% |
| YTD | -20.6% | -5.5% | -15.1% | -21.1% |
| All | -11.5% | +5.1% | -16.6% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling