+2,275.1%
VALE vs EIX
+660.8%
+1,614.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +1.6% | -19.1% | +20.7% | +9.3% |
| 30D | +5.1% | -16.9% | +22.0% | +11.3% |
| 3M | -0.4% | -20.0% | +19.6% | +6.9% |
| 6M | -2.2% | -21.3% | +19.1% | +5.5% |
| YTD | +20.5% | -1.7% | +22.2% | +16.2% |
| 1Y | +61.2% | +9.6% | +51.6% | +46.5% |
| 3Y | +43.1% | -3.7% | +46.8% | +33.2% |
| 5Y | +34.0% | +22.6% | +11.3% | +7.0% |
| 10Y | +469.7% | +17.7% | +452.0% | +319.6% |
| All | +2,275.1% | +660.8% | +1,614.3% | +788.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling