+53.3%
VALE vs ELF
-23.6%
+76.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.9% | +6.8% | +2.2% |
| 7D | +2.9% | -1.2% | +4.1% | +3.0% |
| 30D | +8.8% | +5.9% | +2.9% | +8.4% |
| 3M | +6.8% | +99.5% | -92.8% | +2.1% |
| 6M | +6.9% | +26.5% | -19.6% | +4.9% |
| YTD | +22.8% | +37.2% | -14.4% | +19.7% |
| 1Y | +61.3% | -24.4% | +85.7% | +61.7% |
| 3Y | +53.3% | -23.3% | +76.6% | +41.7% |
| All | +53.3% | -23.6% | +76.9% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling