+50.3%
EWZ vs VALE
+223.9%
-173.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | 0.0% |
| 7D | +1.4% | +5.6% | -4.2% | -1.9% |
| 30D | -25.1% | -12.1% | -13.0% | -18.9% |
| 3M | -7.7% | -16.3% | +8.6% | +2.7% |
| 6M | -15.8% | -26.0% | +10.1% | +0.3% |
| YTD | +3.6% | -5.5% | +9.1% | +6.0% |
| 1Y | +5.5% | +6.7% | -1.2% | +0.3% |
| 3Y | +22.1% | +10.2% | +12.0% | +11.3% |
| 5Y | +58.3% | +49.7% | +8.6% | +12.9% |
| 10Y | +50.3% | +222.3% | -172.0% | -30.3% |
| All | +50.3% | +223.9% | -173.7% | -30.3% |
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