+22.6%
EFA vs VALE
+60.7%
-38.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.6% | +1.6% | -1.0% | 0.0% |
| 30D | +0.9% | +5.1% | -4.3% | -0.8% |
| 3M | +4.9% | -0.4% | +5.3% | +4.8% |
| 6M | +8.6% | -2.2% | +10.8% | +8.3% |
| YTD | +14.6% | +20.5% | -5.9% | +9.5% |
| 1Y | +22.6% | +61.2% | -38.5% | +8.9% |
| All | +22.6% | +60.7% | -38.1% | +8.9% |
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