+303.5%
EWY vs VALE
+526.3%
-222.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.6% | +3.4% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | +7.3% | +8.6% | -1.3% | +4.2% |
| 3M | -5.1% | +2.0% | -7.1% | -5.7% |
| 6M | +42.1% | +2.1% | +39.9% | +41.8% |
| YTD | +94.1% | +20.2% | +73.9% | +84.3% |
| 1Y | +147.8% | +55.2% | +92.7% | +116.9% |
| 3Y | +222.9% | +45.9% | +177.0% | +184.0% |
| 5Y | +150.6% | +41.4% | +109.2% | +113.3% |
| All | +303.5% | +526.3% | -222.9% | +114.9% |
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