+2,275.1%
VALE vs EAT
+1,515.7%
+759.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.4% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +5.1% | +1.9% | +3.2% | +4.4% |
| 3M | -0.4% | +68.7% | -69.1% | -13.0% |
| 6M | -2.2% | +66.9% | -69.1% | -15.3% |
| YTD | +20.5% | +60.4% | -39.9% | +5.0% |
| 1Y | +61.2% | +44.0% | +17.2% | +42.9% |
| 3Y | +43.1% | +604.7% | -561.5% | -20.5% |
| 5Y | +34.0% | +347.0% | -313.1% | -21.6% |
| 10Y | +469.7% | +390.8% | +78.9% | +168.7% |
| All | +2,275.1% | +1,515.7% | +759.4% | +514.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling