-19.1%
EWZ vs VALE
-27.4%
+8.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | -0.1% |
| 7D | -1.5% | +1.8% | -3.2% | -2.7% |
| 30D | -24.5% | -14.8% | -9.7% | -15.8% |
| 3M | -10.7% | -19.0% | +8.3% | +2.3% |
| 6M | -19.1% | -27.7% | +8.6% | -3.0% |
| All | -19.1% | -27.4% | +8.3% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling