+3,643.3%
ETN vs VALE
+2,301.5%
+1,341.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.4% |
| 7D | +6.2% | -1.8% | +8.1% | +6.8% |
| 30D | -6.7% | +6.7% | -13.3% | -8.7% |
| 3M | +3.6% | +4.9% | -1.3% | +1.9% |
| 6M | +18.3% | +3.6% | +14.7% | +16.7% |
| YTD | +31.5% | +21.9% | +9.6% | +22.9% |
| 1Y | +20.6% | +61.6% | -41.0% | +3.2% |
| 3Y | +82.5% | +52.1% | +30.4% | +56.1% |
| 5Y | +177.8% | +43.2% | +134.6% | +128.9% |
| 10Y | +705.0% | +521.5% | +183.5% | +275.5% |
| All | +3,643.3% | +2,301.5% | +1,341.8% | +1,036.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling