+100.4%
VALE vs ELAN
-28.2%
+128.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | -0.3% | -5.4% | +5.2% | +1.1% |
| 30D | +8.6% | +4.7% | +3.9% | +7.3% |
| 3M | +2.0% | -3.7% | +5.6% | +2.4% |
| 6M | +2.1% | -1.2% | +3.3% | +1.0% |
| YTD | +20.2% | +2.4% | +17.8% | +17.7% |
| 1Y | +55.2% | +23.4% | +31.8% | +44.1% |
| 3Y | +45.9% | +96.7% | -50.8% | +11.4% |
| 5Y | +41.4% | -30.6% | +72.0% | +47.9% |
| All | +100.4% | -28.2% | +128.5% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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