+489.2%
VALE vs EFX
+42.6%
+446.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -0.3% | -4.5% | +4.3% | +1.0% |
| 30D | +8.6% | -6.1% | +14.7% | +10.2% |
| 3M | +2.0% | +6.2% | -4.2% | -0.9% |
| 6M | +2.1% | -11.2% | +13.3% | +4.2% |
| YTD | +20.2% | -21.4% | +41.6% | +25.9% |
| 1Y | +55.2% | -34.3% | +89.5% | +71.7% |
| 3Y | +45.9% | -12.5% | +58.4% | +40.5% |
| 5Y | +41.4% | -35.6% | +77.0% | +48.6% |
| All | +489.2% | +42.6% | +446.7% | +346.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling