+54.2%
EWZ vs VALE
+35.2%
+19.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | +0.8% | -3.2% | +3.9% | +2.5% |
| 30D | -24.4% | -15.1% | -9.3% | -17.2% |
| 3M | -4.6% | -18.7% | +14.1% | +6.9% |
| 6M | -11.6% | -31.5% | +19.9% | +8.3% |
| YTD | +2.4% | -11.4% | +13.8% | +8.5% |
| 1Y | +2.1% | -1.9% | +3.9% | +2.5% |
| 3Y | +18.7% | +1.7% | +17.0% | +14.6% |
| All | +54.2% | +35.2% | +19.0% | +26.3% |
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 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