+491.2%
VALE vs ECL
+155.8%
+335.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -0.2% | -2.6% | +2.4% | +1.2% |
| 30D | +9.7% | -4.6% | +14.3% | +12.4% |
| 3M | +5.3% | +6.0% | -0.7% | +1.7% |
| 6M | +0.5% | -3.0% | +3.5% | +1.8% |
| YTD | +20.6% | +4.0% | +16.6% | +17.7% |
| 1Y | +57.6% | +2.0% | +55.6% | +54.6% |
| 3Y | +50.6% | +53.9% | -3.4% | +15.2% |
| 5Y | +41.8% | +27.1% | +14.7% | +19.3% |
| All | +491.2% | +155.8% | +335.4% | +189.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling