+43.2%
VALE vs EL
-68.4%
+111.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.1% |
| 7D | -1.8% | -2.4% | +0.5% | -1.4% |
| 30D | +6.7% | +13.7% | -7.0% | +3.3% |
| 3M | +4.9% | +14.5% | -9.6% | +1.3% |
| 6M | +3.6% | +7.4% | -3.8% | +0.7% |
| YTD | +21.9% | -4.7% | +26.6% | +21.0% |
| 1Y | +61.6% | +12.9% | +48.6% | +53.2% |
| 3Y | +52.1% | -32.2% | +84.4% | +55.6% |
| 5Y | +43.2% | -68.4% | +111.6% | +83.5% |
| All | +43.2% | -68.4% | +111.5% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling