+101.0%
VALE vs ELAN
-29.1%
+130.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.3% |
| 7D | -0.2% | -6.4% | +6.2% | +1.4% |
| 30D | +9.7% | +0.6% | +9.2% | +9.4% |
| 3M | +5.3% | 0.0% | +5.3% | +4.8% |
| 6M | +0.5% | -3.4% | +4.0% | +0.1% |
| YTD | +20.6% | +1.0% | +19.6% | +18.5% |
| 1Y | +57.6% | +24.7% | +32.9% | +46.0% |
| 3Y | +50.6% | +97.2% | -46.7% | +14.7% |
| 5Y | +41.8% | -31.5% | +73.4% | +48.8% |
| All | +101.0% | -29.1% | +130.1% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling