+40.9%
VALE vs EME
+575.5%
-534.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.1% |
| 7D | -0.3% | +3.5% | -3.8% | -0.9% |
| 30D | +8.6% | -6.3% | +15.0% | +9.8% |
| 3M | +2.0% | -3.8% | +5.7% | +2.2% |
| 6M | +2.1% | +8.5% | -6.4% | 0.0% |
| YTD | +20.2% | +27.8% | -7.6% | +14.5% |
| 1Y | +55.2% | +22.2% | +32.9% | +47.8% |
| 3Y | +45.9% | +253.5% | -207.6% | +5.8% |
| All | +40.9% | +575.5% | -534.6% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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