+487.1%
VALE vs ELF
+303.8%
+183.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -0.3% | -11.6% | +11.4% | +1.1% |
| 30D | +8.6% | +4.6% | +4.0% | +8.0% |
| 3M | +2.0% | +59.7% | -57.7% | -3.6% |
| 6M | +2.1% | +21.2% | -19.1% | -0.9% |
| YTD | +20.2% | +27.4% | -7.2% | +15.4% |
| 1Y | +55.2% | -29.8% | +85.0% | +57.5% |
| 3Y | +45.9% | -28.5% | +74.3% | +39.3% |
| 5Y | +41.4% | +220.0% | -178.7% | +1.8% |
| All | +487.1% | +303.8% | +183.3% | +274.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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