-1.9%
VALE vs EIX
+8.9%
-10.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -3.2% | +1.4% | -4.6% | -3.2% |
| 30D | -15.1% | +8.5% | -23.6% | -15.4% |
| 3M | -18.7% | -13.5% | -5.2% | -18.0% |
| 6M | -31.5% | -12.4% | -19.1% | -31.2% |
| YTD | -11.4% | +5.9% | -17.3% | -11.6% |
| 1Y | -1.9% | +7.6% | -9.4% | -2.2% |
| All | -1.9% | +8.9% | -10.7% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling