+204.8%
VALE vs EIX
+35.3%
+169.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -3.2% | +1.4% | -4.6% | -3.6% |
| 30D | -15.1% | +8.5% | -23.6% | -17.1% |
| 3M | -18.7% | -13.5% | -5.2% | -16.6% |
| 6M | -31.5% | -12.4% | -19.1% | -30.3% |
| YTD | -11.4% | +5.9% | -17.3% | -15.5% |
| 1Y | -1.9% | +7.6% | -9.4% | -6.9% |
| 3Y | +1.7% | +12.8% | -11.1% | -7.6% |
| 5Y | +35.4% | +19.2% | +16.2% | +19.2% |
| All | +204.8% | +35.3% | +169.5% | +123.7% |
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