+204.8%
VALE vs ED
+147.1%
+57.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -3.2% | +2.1% | -5.3% | -3.6% |
| 30D | -15.1% | +10.4% | -25.5% | -17.0% |
| 3M | -18.7% | +12.5% | -31.2% | -20.9% |
| 6M | -31.5% | +14.9% | -46.4% | -33.8% |
| YTD | -11.4% | +24.8% | -36.3% | -16.3% |
| 1Y | -1.9% | +23.8% | -25.7% | -7.1% |
| 3Y | +1.7% | +51.6% | -50.0% | -10.2% |
| 5Y | +35.4% | +86.4% | -51.0% | +12.4% |
| All | +204.8% | +147.1% | +57.7% | +139.2% |
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