+2,275.1%
VALE vs EL
+714.8%
+1,560.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.2% | -1.6% |
| 7D | +1.6% | +0.8% | +0.8% | +1.2% |
| 30D | +5.1% | +19.8% | -14.7% | -3.9% |
| 3M | -0.4% | +25.7% | -26.1% | -11.2% |
| 6M | -2.2% | +5.4% | -7.7% | -7.3% |
| YTD | +20.5% | +0.2% | +20.3% | +15.0% |
| 1Y | +61.2% | +20.4% | +40.7% | +39.1% |
| 3Y | +43.1% | -32.1% | +75.3% | +46.2% |
| 5Y | +34.0% | -67.2% | +101.1% | +90.6% |
| 10Y | +469.7% | +31.7% | +437.9% | +249.8% |
| All | +2,275.1% | +714.8% | +1,560.3% | +412.7% |
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