+513.6%
EWT vs VALE
+526.3%
-12.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +1.9% |
| 7D | -1.1% | -0.3% | -0.9% | -1.1% |
| 30D | +4.5% | +8.6% | -4.2% | +2.2% |
| 3M | +8.3% | +2.0% | +6.3% | +7.5% |
| 6M | +54.2% | +2.1% | +52.1% | +53.2% |
| YTD | +74.6% | +20.2% | +54.4% | +66.3% |
| 1Y | +84.9% | +55.2% | +29.7% | +65.2% |
| 3Y | +197.5% | +45.9% | +151.6% | +166.6% |
| 5Y | +150.6% | +41.4% | +109.2% | +119.0% |
| All | +513.6% | +526.3% | -12.7% | +263.3% |
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 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