+44.9%
VALE vs ED
+71.7%
-26.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | +2.9% | +0.5% | +2.4% | +2.8% |
| 30D | +8.8% | +1.1% | +7.7% | +8.6% |
| 3M | +6.8% | +4.6% | +2.1% | +5.9% |
| 6M | +6.9% | -2.0% | +8.9% | +7.1% |
| YTD | +22.8% | +11.7% | +11.1% | +20.3% |
| 1Y | +61.3% | +15.7% | +45.5% | +56.6% |
| 3Y | +53.3% | +34.4% | +19.0% | +41.0% |
| 5Y | +44.9% | +67.3% | -22.5% | +36.3% |
| All | +44.9% | +71.7% | -26.8% | +36.3% |
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 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