+157.0%
VALE vs EOSE
-58.6%
+215.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.6% |
| 7D | -1.8% | +15.0% | -16.8% | -2.5% |
| 30D | +6.7% | +2.5% | +4.2% | +6.3% |
| 3M | +4.9% | -33.7% | +38.6% | +6.3% |
| 6M | +3.6% | -32.7% | +36.3% | +4.4% |
| YTD | +21.9% | -63.8% | +85.7% | +25.1% |
| 1Y | +61.6% | -40.5% | +102.1% | +61.2% |
| 3Y | +52.1% | +50.4% | +1.8% | +40.2% |
| 5Y | +43.2% | -68.6% | +111.7% | +36.6% |
| All | +157.0% | -58.6% | +215.7% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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