+43.2%
VALE vs EAT
+310.8%
-267.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.5% |
| 7D | -1.8% | -6.8% | +4.9% | -1.2% |
| 30D | +6.7% | -5.4% | +12.0% | +7.1% |
| 3M | +4.9% | +42.8% | -37.9% | +0.9% |
| 6M | +3.6% | +56.5% | -52.9% | -1.7% |
| YTD | +21.9% | +50.0% | -28.1% | +16.1% |
| 1Y | +61.6% | +38.3% | +23.3% | +54.8% |
| 3Y | +52.1% | +591.6% | -539.5% | +15.8% |
| 5Y | +43.2% | +312.6% | -269.5% | +13.4% |
| All | +43.2% | +310.8% | -267.6% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling