+498.0%
EWZ vs VALE
+1,702.7%
-1,204.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | -0.1% |
| 7D | -1.5% | +1.8% | -3.2% | -2.6% |
| 30D | -24.5% | -14.8% | -9.7% | -16.4% |
| 3M | -10.7% | -19.0% | +8.3% | +2.0% |
| 6M | -19.1% | -27.7% | +8.6% | -1.2% |
| YTD | +1.6% | -8.5% | +10.1% | +6.1% |
| 1Y | +4.3% | +2.6% | +1.7% | +1.3% |
| 3Y | +19.0% | +4.0% | +14.9% | +11.5% |
| 5Y | +57.7% | +51.2% | +6.4% | +9.7% |
| 10Y | +51.3% | +263.0% | -211.7% | -46.3% |
| All | +498.0% | +1,702.7% | -1,204.7% | -63.7% |
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