+3.7%
VALE vs EFX
-7.5%
+11.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +4.2% |
| 7D | -0.3% | +9.2% | -9.5% | +0.2% |
| 30D | -19.2% | +34.8% | -54.0% | -17.9% |
| 3M | -20.7% | +8.8% | -29.6% | -20.3% |
| 6M | -25.8% | +12.3% | -38.1% | -25.2% |
| YTD | -9.8% | -10.6% | +0.8% | -11.7% |
| 1Y | +3.7% | -6.7% | +10.4% | +0.8% |
| All | +3.7% | -7.5% | +11.2% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling