+122.5%
EW vs VALE
+535.0%
-412.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.5% |
| 7D | -5.1% | -1.8% | -3.3% | -4.8% |
| 30D | -6.4% | +6.7% | -13.0% | -7.4% |
| 3M | -1.6% | +4.9% | -6.4% | -2.5% |
| 6M | +2.3% | +3.6% | -1.3% | +1.3% |
| YTD | +1.1% | +21.9% | -20.8% | -2.7% |
| 1Y | +8.0% | +61.6% | -53.6% | -0.8% |
| 3Y | +16.3% | +52.1% | -35.8% | +6.4% |
| 5Y | -29.4% | +43.2% | -72.6% | -36.3% |
| All | +122.5% | +535.0% | -412.5% | +62.9% |
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 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