+5.9%
VALE vs EMB
+127.1%
-121.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.5% |
| 7D | +5.5% | +0.5% | +5.0% | +4.9% |
| 30D | -15.0% | +0.9% | -15.9% | -15.9% |
| 3M | -20.0% | -2.1% | -17.9% | -17.9% |
| 6M | -28.4% | -2.2% | -26.2% | -26.3% |
| YTD | -8.6% | -0.6% | -8.0% | -7.4% |
| 1Y | +2.0% | +0.2% | +1.7% | +2.2% |
| 3Y | +4.1% | +29.5% | -25.4% | -23.2% |
| 5Y | +46.4% | +8.0% | +38.4% | +34.4% |
| 10Y | +202.4% | +35.3% | +167.1% | +123.3% |
| All | +5.9% | +127.1% | -121.3% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling