+41.8%
VALE vs EWJ
+47.6%
-5.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.6% |
| 7D | -0.2% | -1.5% | +1.3% | +0.9% |
| 30D | +9.7% | +0.2% | +9.6% | +9.5% |
| 3M | +5.3% | +8.6% | -3.3% | -1.6% |
| 6M | +0.5% | +12.1% | -11.6% | -8.2% |
| YTD | +20.6% | +20.1% | +0.5% | +4.9% |
| 1Y | +57.6% | +25.2% | +32.4% | +32.7% |
| 3Y | +50.6% | +70.8% | -20.2% | -1.3% |
| 5Y | +41.8% | +49.2% | -7.3% | -2.2% |
| All | +41.8% | +47.6% | -5.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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