+10.8%
EW vs VALE
+57.7%
-46.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.1% |
| 3M | +0.9% | +5.3% | -4.3% | +0.4% |
| 6M | +1.2% | +0.5% | +0.6% | +1.2% |
| YTD | +1.8% | +20.6% | -18.8% | +1.7% |
| 1Y | +10.8% | +57.6% | -46.8% | +13.8% |
| All | +10.8% | +57.7% | -46.9% | +13.8% |
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 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