+1,654.5%
VALE vs EL
+766.9%
+887.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -1.9% |
| 7D | -1.5% | +2.7% | -4.1% | -2.6% |
| 30D | -15.6% | +10.8% | -26.4% | -19.7% |
| 3M | -19.5% | +26.5% | -46.0% | -28.6% |
| 6M | -31.9% | +31.1% | -63.0% | -41.2% |
| YTD | -11.0% | +6.6% | -17.6% | -17.9% |
| 1Y | -2.1% | +21.8% | -23.9% | -15.6% |
| 3Y | +1.4% | +1.8% | -0.4% | -14.7% |
| 5Y | +36.2% | -65.6% | +101.7% | +89.5% |
| 10Y | +206.4% | +60.3% | +146.1% | +68.5% |
| All | +1,654.5% | +766.9% | +887.5% | +265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling