-3.3%
EBAY vs VALE
+5.5%
-8.8%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | -0.4% | +2.9% | -3.3% | -0.5% |
| 30D | -6.3% | +8.8% | -15.1% | -6.7% |
| 3M | -3.3% | +6.8% | -10.0% | -3.1% |
| All | -3.3% | +5.5% | -8.8% | -3.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling