+838.9%
EMR vs VALE
+2,275.1%
-1,436.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -1.5% | +1.6% | -3.1% | -2.0% |
| 30D | -5.6% | +5.1% | -10.7% | -7.2% |
| 3M | +7.9% | -0.4% | +8.3% | +7.8% |
| 6M | +6.0% | -2.2% | +8.2% | +6.4% |
| YTD | +16.4% | +20.5% | -4.1% | +9.1% |
| 1Y | +16.6% | +61.2% | -44.6% | -0.2% |
| 3Y | +62.9% | +43.1% | +19.7% | +42.3% |
| 5Y | +60.1% | +34.0% | +26.1% | +36.5% |
| 10Y | +268.7% | +469.7% | -200.9% | +85.1% |
| All | +838.9% | +2,275.1% | -1,436.2% | +196.7% |
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