+52.7%
EFA vs VALE
+40.3%
+12.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.5% | -0.3% | -1.3% | -1.5% |
| 30D | -1.7% | +8.6% | -10.3% | -3.6% |
| 3M | +3.5% | +2.0% | +1.5% | +2.8% |
| 6M | +9.5% | +2.1% | +7.4% | +8.6% |
| YTD | +12.9% | +20.2% | -7.3% | +7.8% |
| 1Y | +18.2% | +55.2% | -37.0% | +6.5% |
| 3Y | +64.8% | +45.9% | +18.9% | +48.2% |
| All | +52.7% | +40.3% | +12.4% | +38.8% |
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 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