+489.2%
VALE vs EFV
+169.9%
+319.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.8% |
| 7D | -0.3% | -0.8% | +0.5% | +0.8% |
| 30D | +8.6% | +0.6% | +8.0% | +7.6% |
| 3M | +2.0% | +7.5% | -5.5% | -7.4% |
| 6M | +2.1% | +13.0% | -10.9% | -12.9% |
| YTD | +20.2% | +18.3% | +1.9% | -3.1% |
| 1Y | +55.2% | +26.7% | +28.4% | +14.2% |
| 3Y | +45.9% | +89.6% | -43.7% | -37.1% |
| 5Y | +41.4% | +98.2% | -56.8% | -42.9% |
| All | +489.2% | +169.9% | +319.3% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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