+43.2%
VALE vs EMB
+7.1%
+36.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | -1.8% | 0.0% | -1.9% | -1.9% |
| 30D | +6.7% | -0.3% | +6.9% | +6.9% |
| 3M | +4.9% | -0.3% | +5.2% | +5.2% |
| 6M | +3.6% | +0.7% | +2.8% | +3.1% |
| YTD | +21.9% | +1.3% | +20.6% | +20.8% |
| 1Y | +61.6% | +4.7% | +56.9% | +55.4% |
| 3Y | +52.1% | +30.1% | +22.0% | +22.6% |
| 5Y | +43.2% | +6.9% | +36.3% | +45.2% |
| All | +43.2% | +7.1% | +36.0% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling