+491.2%
VALE vs EAT
+379.9%
+111.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -0.2% | -6.2% | +6.0% | +0.8% |
| 30D | +9.7% | -3.0% | +12.8% | +10.1% |
| 3M | +5.3% | +45.6% | -40.4% | -1.8% |
| 6M | +0.5% | +53.5% | -53.0% | -7.8% |
| YTD | +20.6% | +49.6% | -29.0% | +10.9% |
| 1Y | +57.6% | +38.9% | +18.7% | +45.9% |
| 3Y | +50.6% | +589.7% | -539.1% | -1.0% |
| 5Y | +41.8% | +318.7% | -276.8% | -1.8% |
| All | +491.2% | +379.9% | +111.3% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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