+271.2%
EW vs VALE
+204.8%
+66.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +4.9% | -3.2% | +8.1% | +5.4% |
| 30D | +23.9% | -15.1% | +39.0% | +27.0% |
| 3M | +15.8% | -18.7% | +34.5% | +19.2% |
| 6M | +31.7% | -31.5% | +63.1% | +39.1% |
| YTD | +25.7% | -11.4% | +37.1% | +26.9% |
| 1Y | +24.4% | -1.9% | +26.3% | +23.4% |
| 3Y | +65.9% | +1.7% | +64.2% | +61.5% |
| 5Y | -7.6% | +35.4% | -43.1% | -16.6% |
| All | +271.2% | +204.8% | +66.4% | +212.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling