+2,301.5%
VALE vs EME
+5,447.9%
-3,146.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | +0.6% |
| 7D | -1.8% | +2.7% | -4.6% | -3.3% |
| 30D | +6.7% | -6.8% | +13.5% | +10.3% |
| 3M | +4.9% | -8.8% | +13.7% | +7.6% |
| 6M | +3.6% | +5.0% | -1.4% | -2.3% |
| YTD | +21.9% | +23.5% | -1.6% | +4.2% |
| 1Y | +61.6% | +21.3% | +40.2% | +35.9% |
| 3Y | +52.1% | +241.1% | -188.9% | -37.7% |
| 5Y | +43.2% | +549.2% | -506.0% | -62.7% |
| 10Y | +521.5% | +1,306.4% | -784.9% | -10.0% |
| All | +2,301.5% | +5,447.9% | -3,146.4% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling