+2,275.1%
VALE vs ECL
+1,470.8%
+804.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.6% | -2.6% | +4.2% | +3.7% |
| 30D | +5.1% | -2.2% | +7.3% | +6.8% |
| 3M | -0.4% | +10.1% | -10.5% | -8.2% |
| 6M | -2.2% | -5.7% | +3.5% | +1.7% |
| YTD | +20.5% | +7.0% | +13.6% | +13.5% |
| 1Y | +61.2% | +2.7% | +58.5% | +55.3% |
| 3Y | +43.1% | +57.7% | -14.6% | -5.4% |
| 5Y | +34.0% | +31.1% | +2.8% | -4.2% |
| 10Y | +469.7% | +150.9% | +318.8% | +107.7% |
| All | +2,275.1% | +1,470.8% | +804.3% | +183.9% |
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