+746.2%
EEM vs VALE
+1,536.8%
-790.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.1% |
| 7D | +2.7% | -3.2% | +5.9% | +4.1% |
| 30D | -5.4% | -15.1% | +9.7% | +1.0% |
| 3M | -8.6% | -18.7% | +10.1% | -0.9% |
| 6M | -8.9% | -31.5% | +22.6% | +6.0% |
| YTD | +11.9% | -11.4% | +23.4% | +16.3% |
| 1Y | +13.1% | -1.9% | +14.9% | +12.3% |
| 3Y | +70.7% | +1.7% | +69.0% | +63.7% |
| 5Y | +31.8% | +35.4% | -3.7% | +4.8% |
| 10Y | +119.5% | +204.8% | -85.3% | +1.6% |
| All | +746.2% | +1,536.8% | -790.6% | +80.3% |
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