+65.8%
EMR vs VALE
+43.3%
+22.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +0.9% | -1.8% | +2.8% | +1.4% |
| 30D | -5.0% | +6.7% | -11.6% | -6.9% |
| 3M | +5.9% | +4.9% | +1.0% | +4.2% |
| 6M | +7.3% | +3.6% | +3.7% | +6.0% |
| YTD | +14.6% | +21.9% | -7.3% | +7.8% |
| 1Y | +15.6% | +61.6% | -45.9% | +0.8% |
| 3Y | +60.2% | +52.1% | +8.0% | +39.3% |
| 5Y | +65.8% | +43.2% | +22.7% | +46.1% |
| All | +65.8% | +43.3% | +22.6% | +46.1% |
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