+124.0%
EW vs VALE
+528.4%
-404.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -7.4% | +9.7% | -17.1% | -8.8% |
| 3M | +0.9% | +5.3% | -4.3% | -0.1% |
| 6M | +1.2% | +0.5% | +0.6% | +0.6% |
| YTD | +1.8% | +20.6% | -18.8% | -1.9% |
| 1Y | +10.8% | +57.6% | -46.8% | +2.2% |
| 3Y | +17.1% | +50.6% | -33.4% | +7.3% |
| 5Y | -28.2% | +41.8% | -70.1% | -35.2% |
| All | +124.0% | +528.4% | -404.4% | +64.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling