+1,645.1%
VALE vs EAT
+1,291.9%
+353.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -3.2% | -4.0% | +0.8% | -2.3% |
| 30D | -15.1% | -2.9% | -12.2% | -14.9% |
| 3M | -18.7% | -16.9% | -1.8% | -15.8% |
| 6M | -31.5% | +57.0% | -88.4% | -39.8% |
| YTD | -11.4% | +38.2% | -49.6% | -20.7% |
| 1Y | -1.9% | +69.3% | -71.1% | -16.7% |
| 3Y | +1.7% | +483.0% | -481.3% | -41.2% |
| 5Y | +35.4% | +364.1% | -328.7% | -22.3% |
| 10Y | +204.8% | +320.8% | -116.0% | +48.2% |
| All | +1,645.1% | +1,291.9% | +353.3% | +363.7% |
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