+90.2%
EMR vs VALE
+35.2%
+55.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | +2.8% | -3.2% | +6.0% | +3.8% |
| 30D | +3.7% | -15.1% | +18.7% | +8.5% |
| 3M | +2.0% | -18.7% | +20.7% | +7.9% |
| 6M | +22.1% | -31.5% | +53.6% | +35.5% |
| YTD | +27.2% | -11.4% | +38.7% | +30.8% |
| 1Y | +32.0% | -1.9% | +33.9% | +31.8% |
| 3Y | +103.3% | +1.7% | +101.6% | +96.5% |
| All | +90.2% | +35.2% | +55.0% | +64.9% |
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 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