+43.2%
VALE vs EIX
+24.3%
+18.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.1% |
| 7D | -1.8% | +4.1% | -5.9% | -2.7% |
| 30D | +6.7% | -15.3% | +22.0% | +9.1% |
| 3M | +4.9% | -18.4% | +23.3% | +8.2% |
| 6M | +3.6% | -16.8% | +20.4% | +6.1% |
| YTD | +21.9% | -0.6% | +22.4% | +18.7% |
| 1Y | +61.6% | +10.7% | +50.9% | +52.3% |
| 3Y | +52.1% | -4.5% | +56.6% | +45.7% |
| 5Y | +43.2% | +24.0% | +19.1% | +24.4% |
| All | +43.2% | +24.3% | +18.9% | +24.4% |
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