+41.8%
VALE vs EFV
+94.1%
-52.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.7% |
| 7D | -0.2% | -2.0% | +1.8% | +2.1% |
| 30D | +9.7% | -0.2% | +9.9% | +9.9% |
| 3M | +5.3% | +9.1% | -3.9% | -4.8% |
| 6M | +0.5% | +11.7% | -11.1% | -11.1% |
| YTD | +20.6% | +17.0% | +3.6% | +1.7% |
| 1Y | +57.6% | +26.7% | +30.9% | +21.8% |
| 3Y | +50.6% | +90.2% | -39.6% | -25.0% |
| 5Y | +41.8% | +96.1% | -54.2% | -32.7% |
| All | +41.8% | +94.1% | -52.2% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling