+489.2%
VALE vs EL
+26.1%
+463.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -0.3% | -6.5% | +6.2% | +1.9% |
| 30D | +8.6% | +11.1% | -2.5% | +4.3% |
| 3M | +2.0% | +10.7% | -8.7% | -2.2% |
| 6M | +2.1% | +6.9% | -4.8% | -2.2% |
| YTD | +20.2% | -6.3% | +26.5% | +19.2% |
| 1Y | +55.2% | +13.5% | +41.7% | +42.2% |
| 3Y | +45.9% | -33.1% | +79.0% | +52.1% |
| 5Y | +41.4% | -68.8% | +110.1% | +104.2% |
| All | +489.2% | +26.1% | +463.1% | +359.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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