+996.2%
EWT vs VALE
+2,320.2%
-1,324.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.1% |
| 7D | +1.6% | +2.9% | -1.3% | +0.7% |
| 30D | +8.2% | +8.8% | -0.6% | +5.3% |
| 3M | +11.1% | +6.8% | +4.3% | +8.7% |
| 6M | +60.4% | +6.9% | +53.5% | +56.9% |
| YTD | +75.6% | +22.8% | +52.7% | +64.2% |
| 1Y | +91.3% | +61.3% | +30.1% | +64.6% |
| 3Y | +200.3% | +53.3% | +147.0% | +158.6% |
| 5Y | +156.4% | +44.9% | +111.5% | +114.4% |
| 10Y | +495.8% | +486.8% | +9.0% | +181.5% |
| All | +996.2% | +2,320.2% | -1,324.0% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling