+41.8%
VALE vs EFX
-37.1%
+79.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.2% | -11.1% | +10.9% | +1.4% |
| 30D | +9.7% | -7.4% | +17.1% | +10.8% |
| 3M | +5.3% | +1.5% | +3.8% | +4.4% |
| 6M | +0.5% | -13.7% | +14.2% | +2.2% |
| YTD | +20.6% | -21.9% | +42.5% | +24.0% |
| 1Y | +57.6% | -30.8% | +88.4% | +65.6% |
| 3Y | +50.6% | -12.4% | +62.9% | +47.8% |
| 5Y | +41.8% | -35.9% | +77.8% | +45.7% |
| All | +41.8% | -37.1% | +79.0% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling