+46.4%
VALE vs ED
+81.8%
-35.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.0% | -3.4% |
| 7D | +5.5% | +2.1% | +3.3% | +5.1% |
| 30D | -15.0% | +12.4% | -27.4% | -16.4% |
| 3M | -20.0% | +13.1% | -33.1% | -21.5% |
| 6M | -28.4% | +14.1% | -42.4% | -29.9% |
| YTD | -8.6% | +23.1% | -31.6% | -11.9% |
| 1Y | +2.0% | +25.4% | -23.5% | -2.2% |
| 3Y | +4.1% | +47.9% | -43.8% | -6.5% |
| 5Y | +46.4% | +81.9% | -35.4% | +28.1% |
| All | +46.4% | +81.8% | -35.3% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling