+2,320.2%
VALE vs EWJ
+324.2%
+1,996.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.3% |
| 7D | +2.9% | +2.9% | 0.0% | -0.4% |
| 30D | +8.8% | +1.1% | +7.7% | +7.2% |
| 3M | +6.8% | +7.1% | -0.4% | -1.9% |
| 6M | +6.9% | +16.2% | -9.3% | -10.3% |
| YTD | +22.8% | +22.0% | +0.8% | -2.5% |
| 1Y | +61.3% | +26.2% | +35.0% | +22.8% |
| 3Y | +53.3% | +73.5% | -20.1% | -21.0% |
| 5Y | +44.9% | +52.7% | -7.8% | -15.0% |
| 10Y | +486.8% | +138.5% | +348.3% | +115.5% |
| All | +2,320.2% | +324.2% | +1,996.0% | +572.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling