+3.7%
VALE vs ECL
+23.8%
-20.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.4% | +0.7% | +2.4% |
| 7D | -0.3% | +7.7% | -8.1% | -3.9% |
| 30D | -19.2% | +13.7% | -32.9% | -24.4% |
| 3M | -20.7% | +11.6% | -32.3% | -25.1% |
| 6M | -25.8% | +23.9% | -49.7% | -34.8% |
| YTD | -9.8% | +21.0% | -30.7% | -17.9% |
| 1Y | +3.7% | +23.1% | -19.4% | -5.7% |
| All | +3.7% | +23.8% | -20.1% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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