+61.9%
EBAY vs VALE
+40.3%
+21.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | +4.2% | -0.3% | +4.5% | +4.2% |
| 30D | +5.6% | +8.6% | -3.0% | +4.2% |
| 3M | -1.4% | +2.0% | -3.4% | -1.9% |
| 6M | +18.2% | +2.1% | +16.1% | +17.3% |
| YTD | +24.8% | +20.2% | +4.6% | +19.9% |
| 1Y | +18.0% | +55.2% | -37.1% | +8.0% |
| 3Y | +160.3% | +45.9% | +114.4% | +137.6% |
| All | +61.9% | +40.3% | +21.6% | +60.0% |
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 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