+7.8%
EQT vs VALE
+60.7%
-52.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +1.1% | +1.6% | -0.5% | +1.0% |
| 30D | +7.7% | +5.1% | +2.6% | +7.3% |
| 3M | +0.2% | -0.4% | +0.6% | 0.0% |
| 6M | -9.5% | -2.2% | -7.3% | -9.8% |
| YTD | +3.8% | +20.5% | -16.7% | -3.7% |
| 1Y | +7.8% | +61.2% | -53.4% | -9.7% |
| All | +7.8% | +60.7% | -52.9% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling