+497.3%
VALE vs ED
+110.5%
+386.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.8% | -0.2% | -1.7% | -1.8% |
| 30D | +6.7% | +1.9% | +4.7% | +6.1% |
| 3M | +4.9% | +1.9% | +3.0% | +4.3% |
| 6M | +3.6% | -2.3% | +5.8% | +3.9% |
| YTD | +21.9% | +10.9% | +11.0% | +18.3% |
| 1Y | +61.6% | +14.5% | +47.0% | +55.3% |
| 3Y | +52.1% | +33.4% | +18.7% | +38.4% |
| 5Y | +43.2% | +67.3% | -24.1% | +21.3% |
| All | +497.3% | +110.5% | +386.8% | +388.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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