+146.1%
EWT vs VALE
+40.1%
+106.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +4.8% | +9.7% | -5.0% | +2.0% |
| 3M | +11.1% | +5.3% | +5.9% | +9.4% |
| 6M | +54.6% | +0.5% | +54.1% | +54.0% |
| YTD | +71.4% | +20.6% | +50.8% | +62.9% |
| 1Y | +82.1% | +57.6% | +24.5% | +61.5% |
| 3Y | +193.2% | +50.6% | +142.7% | +159.0% |
| 5Y | +146.1% | +41.8% | +104.2% | +126.7% |
| All | +146.1% | +40.1% | +106.0% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling