+42.5%
VALE vs BBAI
-70.8%
+113.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | -0.2% |
| 7D | +1.6% | -4.3% | +5.9% | +1.7% |
| 30D | +5.1% | -3.6% | +8.8% | +5.2% |
| 3M | -0.4% | -38.8% | +38.4% | +0.6% |
| 6M | -2.2% | -23.8% | +21.6% | -1.8% |
| YTD | +20.5% | -45.9% | +66.5% | +21.8% |
| 1Y | +61.2% | -40.8% | +101.9% | +62.2% |
| 3Y | +43.1% | +69.8% | -26.6% | +38.1% |
| 5Y | +34.0% | -70.3% | +104.3% | +29.1% |
| All | +42.5% | -70.8% | +113.3% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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