-10.1%
BA vs VALE
+3.9%
-14.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | +1.1% | +1.8% | -0.7% | +0.5% |
| 30D | -7.9% | -14.8% | +6.9% | -3.2% |
| 3M | -25.3% | -19.0% | -6.3% | -20.5% |
| 6M | -24.6% | -27.7% | +3.1% | -16.7% |
| YTD | -20.1% | -8.5% | -11.6% | -20.1% |
| 1Y | -11.8% | +2.6% | -14.4% | -15.8% |
| 3Y | -10.1% | +4.0% | -14.2% | -16.4% |
| All | -10.1% | +3.9% | -14.0% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling