+397.7%
BAC vs VALE
+493.0%
-95.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +0.6% | -1.8% | +2.5% | +1.2% |
| 30D | -1.4% | +6.7% | -8.0% | -3.5% |
| 3M | +15.7% | +4.9% | +10.9% | +13.6% |
| 6M | +32.2% | +3.6% | +28.6% | +29.7% |
| YTD | +15.8% | +21.9% | -6.1% | +7.0% |
| 1Y | +27.3% | +61.6% | -34.3% | +7.1% |
| 3Y | +137.5% | +52.1% | +85.3% | +99.5% |
| 5Y | +73.1% | +43.2% | +29.9% | +40.5% |
| 10Y | +397.7% | +521.5% | -123.8% | +157.4% |
| All | +397.7% | +493.0% | -95.2% | +157.4% |
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 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