+206.4%
VALE vs EIX
+34.9%
+171.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -1.5% | -1.5% | 0.0% | -1.1% |
| 30D | -15.6% | +8.1% | -23.8% | -17.6% |
| 3M | -19.5% | -12.1% | -7.4% | -17.9% |
| 6M | -31.9% | -13.4% | -18.4% | -30.4% |
| YTD | -11.0% | +5.6% | -16.5% | -15.0% |
| 1Y | -2.1% | +7.8% | -10.0% | -7.2% |
| 3Y | +1.4% | +9.8% | -8.4% | -7.0% |
| 5Y | +36.2% | +18.8% | +17.3% | +19.9% |
| All | +206.4% | +34.9% | +171.6% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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