+1,805.3%
EBAY vs VALE
+2,301.5%
-496.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.8% |
| 7D | -3.0% | -1.8% | -1.1% | -2.6% |
| 30D | -3.6% | +6.7% | -10.3% | -5.2% |
| 3M | -4.4% | +4.9% | -9.3% | -5.8% |
| 6M | +12.1% | +3.6% | +8.5% | +10.4% |
| YTD | +19.9% | +21.9% | -1.9% | +13.0% |
| 1Y | +13.4% | +61.6% | -48.2% | -0.6% |
| 3Y | +150.5% | +52.1% | +98.4% | +119.4% |
| 5Y | +54.8% | +43.2% | +11.7% | +32.5% |
| 10Y | +268.1% | +521.5% | -253.5% | +91.1% |
| All | +1,805.3% | +2,301.5% | -496.2% | +558.8% |
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