+97.3%
BAC vs VALE
+9.0%
+88.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -1.0% | +1.6% |
| 7D | +2.0% | +5.6% | -3.6% | +0.8% |
| 30D | -6.9% | -12.1% | +5.2% | -4.5% |
| 3M | -19.6% | -16.3% | -3.3% | -16.7% |
| 6M | -0.5% | -26.0% | +25.5% | +5.4% |
| YTD | -6.6% | -5.5% | -1.1% | -7.2% |
| 1Y | -3.0% | +6.7% | -9.6% | -6.5% |
| 3Y | +97.3% | +10.2% | +87.1% | +88.2% |
| All | +97.3% | +9.0% | +88.3% | +88.2% |
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