+67.6%
EWZ vs VALE
+41.9%
+25.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.0% |
| 7D | +5.6% | +2.9% | +2.7% | +4.0% |
| 30D | +9.3% | +8.8% | +0.5% | +4.4% |
| 3M | +15.7% | +6.8% | +8.9% | +11.4% |
| 6M | +7.4% | +6.9% | +0.5% | +3.1% |
| YTD | +22.7% | +22.8% | -0.1% | +8.8% |
| 1Y | +36.4% | +61.3% | -24.9% | +4.5% |
| 3Y | +50.4% | +53.3% | -2.9% | +15.8% |
| 5Y | +67.6% | +44.9% | +22.8% | +37.2% |
| All | +67.6% | +41.9% | +25.8% | +37.2% |
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 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