+17.1%
EW vs VALE
+53.3%
-36.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -3.7% |
| 7D | -4.4% | +2.9% | -7.3% | -4.6% |
| 30D | -3.3% | +8.8% | -12.1% | -4.0% |
| 3M | +1.0% | +6.8% | -5.8% | +0.4% |
| 6M | +6.2% | +6.9% | -0.7% | +5.6% |
| YTD | +1.7% | +22.8% | -21.1% | +0.2% |
| 1Y | +8.1% | +61.3% | -53.1% | +4.5% |
| 3Y | +17.1% | +53.3% | -36.2% | +11.3% |
| All | +17.1% | +53.3% | -36.2% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling