+47.9%
VALE vs EFX
-12.7%
+60.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | -1.8% | -9.4% | +7.5% | -0.8% |
| 30D | +6.7% | -6.9% | +13.5% | +7.4% |
| 3M | +4.9% | +0.1% | +4.8% | +4.3% |
| 6M | +3.6% | -17.3% | +20.9% | +5.6% |
| YTD | +21.9% | -21.8% | +43.7% | +25.1% |
| 1Y | +61.6% | -32.5% | +94.1% | +70.6% |
| All | +47.9% | -12.7% | +60.6% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling