+204.8%
VALE vs EMB
+36.5%
+168.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.2% |
| 7D | -3.2% | -0.9% | -2.3% | -1.8% |
| 30D | -15.1% | +0.4% | -15.4% | -15.5% |
| 3M | -18.7% | -3.1% | -15.6% | -14.8% |
| 6M | -31.5% | -2.1% | -29.4% | -29.3% |
| YTD | -11.4% | -1.1% | -10.3% | -9.5% |
| 1Y | -1.9% | -0.1% | -1.8% | -1.2% |
| 3Y | +1.7% | +29.6% | -27.9% | -29.0% |
| 5Y | +35.4% | +7.2% | +28.2% | +29.6% |
| All | +204.8% | +36.5% | +168.3% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling