+232.8%
BAC vs VALE
+2,275.1%
-2,042.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.1% | +1.6% | -0.5% | +0.4% |
| 30D | -0.4% | +5.1% | -5.5% | -2.5% |
| 3M | +16.9% | -0.4% | +17.3% | +16.5% |
| 6M | +26.6% | -2.2% | +28.8% | +26.3% |
| YTD | +15.8% | +20.5% | -4.7% | +5.9% |
| 1Y | +27.2% | +61.2% | -34.0% | +3.9% |
| 3Y | +132.4% | +43.1% | +89.3% | +93.4% |
| 5Y | +72.6% | +34.0% | +38.6% | +38.4% |
| 10Y | +389.7% | +469.7% | -79.9% | +93.3% |
| All | +232.8% | +2,275.1% | -2,042.3% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling