+488.6%
VALE vs ELF
+357.0%
+131.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | +1.6% | +5.4% | -3.8% | +1.0% |
| 30D | +5.1% | +27.0% | -21.9% | +2.3% |
| 3M | -0.4% | +113.2% | -113.6% | -8.8% |
| 6M | -2.2% | +36.6% | -38.8% | -6.3% |
| YTD | +20.5% | +44.2% | -23.7% | +14.2% |
| 1Y | +61.2% | -18.0% | +79.2% | +60.8% |
| 3Y | +43.1% | -19.9% | +63.1% | +35.1% |
| 5Y | +34.0% | +257.7% | -223.7% | -4.6% |
| All | +488.6% | +357.0% | +131.6% | +270.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling