+53.3%
VALE vs ECL
+58.2%
-4.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +2.9% | -0.8% | +3.7% | +3.2% |
| 30D | +8.8% | -2.5% | +11.3% | +9.7% |
| 3M | +6.8% | +8.3% | -1.6% | +3.3% |
| 6M | +6.9% | -1.1% | +8.0% | +6.8% |
| YTD | +22.8% | +6.5% | +16.3% | +20.1% |
| 1Y | +61.3% | +2.1% | +59.2% | +59.2% |
| 3Y | +53.3% | +57.6% | -4.3% | +27.2% |
| All | +53.3% | +58.2% | -4.9% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling