+19.4%
ETN vs VALE
+57.8%
-38.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +3.5% | -0.3% | +3.8% | +3.7% |
| 30D | -7.5% | +8.6% | -16.2% | -10.9% |
| 3M | +8.3% | +2.0% | +6.3% | +7.1% |
| 6M | +20.2% | +2.1% | +18.1% | +18.7% |
| YTD | +34.7% | +20.2% | +14.4% | +23.7% |
| 1Y | +19.4% | +55.2% | -35.7% | -4.7% |
| All | +19.4% | +57.8% | -38.4% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 1y: compounded portfolio wealth divided by compounded VALE 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…
1y analysis · Full analysis span regression · 6 months rolling