+237.7%
BAC vs VALE
+206.6%
+31.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.5% | +1.3% |
| 7D | +2.1% | +5.5% | -3.4% | +0.4% |
| 30D | -6.7% | -15.0% | +8.3% | -2.0% |
| 3M | -20.2% | -20.0% | -0.2% | -14.8% |
| 6M | -0.2% | -28.4% | +28.2% | +10.0% |
| YTD | -6.4% | -8.6% | +2.2% | -5.6% |
| 1Y | -3.1% | +2.0% | -5.1% | -5.8% |
| 3Y | +96.7% | +4.1% | +92.7% | +86.2% |
| 5Y | +21.3% | +46.4% | -25.2% | -4.0% |
| 10Y | +237.7% | +202.4% | +35.3% | +109.3% |
| All | +237.7% | +206.6% | +31.1% | +109.3% |
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