+332.5%
VALE vs ELF
+391.6%
-59.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.5% | -1.0% |
| 7D | -3.2% | +1.6% | -4.8% | -3.4% |
| 30D | -15.1% | +9.1% | -24.2% | -15.9% |
| 3M | -18.7% | +28.2% | -46.9% | -21.0% |
| 6M | -31.5% | +119.5% | -151.0% | -37.6% |
| YTD | -11.4% | +55.2% | -66.6% | -16.9% |
| 1Y | -1.9% | +58.6% | -60.4% | -8.2% |
| 3Y | +1.7% | +21.3% | -19.6% | -9.2% |
| 5Y | +35.4% | +276.2% | -240.8% | -4.0% |
| 10Y | +204.8% | +337.0% | -132.1% | +89.0% |
| All | +332.5% | +391.6% | -59.1% | +169.4% |
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