+72.9%
BAC vs VALE
+41.9%
+31.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.9% |
| 7D | +1.2% | +2.9% | -1.8% | +0.5% |
| 30D | -0.7% | +8.8% | -9.5% | -2.6% |
| 3M | +16.9% | +6.8% | +10.2% | +15.1% |
| 6M | +29.6% | +6.9% | +22.7% | +27.1% |
| YTD | +15.3% | +22.8% | -7.6% | +9.0% |
| 1Y | +28.8% | +61.3% | -32.4% | +14.3% |
| 3Y | +136.4% | +53.3% | +83.1% | +109.3% |
| 5Y | +72.9% | +44.9% | +28.1% | +50.3% |
| All | +72.9% | +41.9% | +31.1% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling