+53.3%
VALE vs EMB
+30.2%
+23.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.1% |
| 7D | +2.9% | +0.3% | +2.6% | +2.4% |
| 30D | +8.8% | -0.5% | +9.3% | +9.7% |
| 3M | +6.8% | +0.3% | +6.4% | +6.2% |
| 6M | +6.9% | +1.2% | +5.7% | +5.2% |
| YTD | +22.8% | +1.5% | +21.4% | +20.5% |
| 1Y | +61.3% | +4.8% | +56.5% | +50.7% |
| 3Y | +53.3% | +30.4% | +23.0% | +7.6% |
| All | +53.3% | +30.2% | +23.2% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling