+569.4%
BA vs VALE
+2,275.1%
-1,705.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.2% | +1.6% | -0.4% | +0.7% |
| 30D | -11.6% | +5.1% | -16.8% | -13.0% |
| 3M | -2.4% | -0.4% | -2.0% | -2.6% |
| 6M | -6.6% | -2.2% | -4.4% | -6.5% |
| YTD | -2.2% | +20.5% | -22.8% | -8.3% |
| 1Y | -8.0% | +61.2% | -69.2% | -20.7% |
| 3Y | -5.0% | +43.1% | -48.1% | -16.4% |
| 5Y | -2.7% | +34.0% | -36.7% | -16.4% |
| 10Y | +75.9% | +469.7% | -393.8% | -2.3% |
| All | +569.4% | +2,275.1% | -1,705.7% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling