+2,275.1%
VALE vs ED
+649.6%
+1,625.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.4% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | +5.1% | -0.1% | +5.3% | +5.0% |
| 3M | -0.4% | +3.9% | -4.3% | -2.8% |
| 6M | -2.2% | -3.0% | +0.8% | -1.4% |
| YTD | +20.5% | +10.7% | +9.8% | +13.2% |
| 1Y | +61.2% | +13.3% | +47.8% | +48.7% |
| 3Y | +43.1% | +34.5% | +8.6% | +17.0% |
| 5Y | +34.0% | +67.1% | -33.2% | -6.1% |
| 10Y | +469.7% | +103.0% | +366.6% | +215.1% |
| All | +2,275.1% | +649.6% | +1,625.5% | +457.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling