+1,072.5%
EWY vs VALE
+2,320.2%
-1,247.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | -0.2% |
| 7D | +8.0% | +2.9% | +5.1% | +6.8% |
| 30D | +14.3% | +8.8% | +5.5% | +10.5% |
| 3M | +2.3% | +6.8% | -4.5% | -0.1% |
| 6M | +49.9% | +6.9% | +42.9% | +46.9% |
| YTD | +95.3% | +22.8% | +72.5% | +81.9% |
| 1Y | +161.7% | +61.3% | +100.5% | +119.7% |
| 3Y | +230.2% | +53.3% | +176.9% | +177.3% |
| 5Y | +148.1% | +44.9% | +103.3% | +101.1% |
| 10Y | +293.2% | +486.8% | -193.6% | +58.5% |
| All | +1,072.5% | +2,320.2% | -1,247.7% | +156.2% |
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