+15.0%
EEM vs VALE
+3.0%
+12.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -0.8% |
| 7D | -3.0% | -0.3% | -2.6% | -2.9% |
| 30D | -10.3% | -19.2% | +8.9% | -2.2% |
| 3M | -6.6% | -20.7% | +14.1% | +2.3% |
| 6M | -3.4% | -25.8% | +22.4% | +8.8% |
| YTD | +13.2% | -9.8% | +23.0% | +23.7% |
| 1Y | +15.0% | +3.7% | +11.3% | +19.7% |
| All | +15.0% | +3.0% | +12.0% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling