+38.7%
VALE vs EIX
+16.9%
+21.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +1.3% | -2.5% | +3.8% | +1.8% |
| 30D | -14.3% | +7.7% | -22.0% | -15.7% |
| 3M | -16.8% | -12.9% | -4.0% | -15.3% |
| 6M | -30.2% | -12.7% | -17.5% | -29.2% |
| YTD | -8.6% | +5.5% | -14.0% | -12.2% |
| 1Y | +1.6% | +9.4% | -7.7% | -3.4% |
| 3Y | +4.1% | +9.7% | -5.6% | -4.5% |
| 5Y | +38.7% | +16.9% | +21.8% | +22.5% |
| All | +38.7% | +16.9% | +21.7% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling