+142.7%
EWY vs VALE
+40.1%
+102.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.8% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | +9.3% | +9.7% | -0.5% | +5.4% |
| 3M | +2.4% | +5.3% | -2.8% | +0.6% |
| 6M | +40.3% | +0.5% | +39.7% | +40.6% |
| YTD | +88.0% | +20.6% | +67.4% | +78.7% |
| 1Y | +143.8% | +57.6% | +86.2% | +113.4% |
| 3Y | +217.8% | +50.6% | +167.2% | +177.8% |
| 5Y | +142.7% | +41.8% | +100.9% | +110.1% |
| All | +142.7% | +40.1% | +102.6% | +110.1% |
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