+61.2%
VALE vs EFX
-25.2%
+86.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | -0.6% |
| 7D | +1.6% | -8.6% | +10.2% | +1.2% |
| 30D | +5.1% | +0.1% | +5.0% | +5.2% |
| 3M | -0.4% | +3.8% | -4.3% | -0.1% |
| 6M | -2.2% | -13.5% | +11.3% | -4.0% |
| YTD | +20.5% | -17.7% | +38.2% | +19.1% |
| 1Y | +61.2% | -25.6% | +86.8% | +59.6% |
| All | +61.2% | -25.2% | +86.4% | +59.6% |
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