-4.7%
BAC vs VALE
-1.6%
-3.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.1% |
| 7D | +1.5% | -1.5% | +3.0% | +1.7% |
| 30D | -6.4% | -15.6% | +9.2% | -4.1% |
| 3M | -21.7% | -19.5% | -2.1% | -19.1% |
| 6M | +0.5% | -31.9% | +32.4% | +5.9% |
| YTD | -6.7% | -11.0% | +4.3% | -7.7% |
| 1Y | -4.7% | -2.1% | -2.5% | -8.7% |
| All | -4.7% | -1.6% | -3.0% | -8.7% |
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