+164.3%
EWY vs VALE
+60.7%
+103.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.8% |
| 7D | +4.8% | +1.6% | +3.2% | +3.3% |
| 30D | +11.7% | +5.1% | +6.5% | +6.7% |
| 3M | -7.4% | -0.4% | -7.0% | -7.0% |
| 6M | +40.6% | -2.2% | +42.8% | +41.8% |
| YTD | +94.3% | +20.5% | +73.7% | +78.6% |
| 1Y | +164.3% | +61.2% | +103.1% | +90.7% |
| All | +164.3% | +60.7% | +103.6% | +90.7% |
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 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