+47.9%
VALE vs EIX
-4.8%
+52.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.3% |
| 7D | -1.8% | +4.1% | -5.9% | -2.5% |
| 30D | +6.7% | -15.3% | +22.0% | +8.5% |
| 3M | +4.9% | -18.4% | +23.3% | +7.4% |
| 6M | +3.6% | -16.8% | +20.4% | +5.4% |
| YTD | +21.9% | -0.6% | +22.4% | +19.0% |
| 1Y | +61.6% | +10.7% | +50.9% | +53.5% |
| All | +47.9% | -4.8% | +52.7% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling