+416.5%
EFA vs VALE
+2,301.5%
-1,885.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -0.5% | -1.8% | +1.4% | 0.0% |
| 30D | -1.3% | +6.7% | -8.0% | -3.3% |
| 3M | +5.2% | +4.9% | +0.3% | +3.5% |
| 6M | +9.4% | +3.6% | +5.8% | +7.8% |
| YTD | +12.7% | +21.9% | -9.2% | +5.7% |
| 1Y | +19.3% | +61.6% | -42.3% | +3.1% |
| 3Y | +66.3% | +52.1% | +14.2% | +43.9% |
| 5Y | +53.4% | +43.2% | +10.2% | +29.1% |
| 10Y | +144.4% | +521.5% | -377.1% | +17.5% |
| All | +416.5% | +2,301.5% | -1,885.0% | +60.2% |
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