+1,645.1%
VALE vs ECL
+1,644.1%
+1.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.8% |
| 7D | -3.2% | +2.9% | -6.0% | -5.2% |
| 30D | -15.1% | +7.5% | -22.6% | -19.9% |
| 3M | -18.7% | +12.2% | -30.9% | -26.0% |
| 6M | -31.5% | +24.6% | -56.0% | -42.9% |
| YTD | -11.4% | +18.8% | -30.2% | -23.4% |
| 1Y | -1.9% | +19.3% | -21.2% | -15.6% |
| 3Y | +1.7% | +78.2% | -76.5% | -39.0% |
| 5Y | +35.4% | +38.8% | -3.4% | -6.6% |
| 10Y | +204.8% | +197.8% | +7.0% | -4.7% |
| All | +1,645.1% | +1,644.1% | +1.0% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling