+55.2%
VALE vs ELV
+36.0%
+19.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.3% |
| 7D | -0.3% | +3.2% | -3.5% | -0.1% |
| 30D | +8.6% | +5.4% | +3.3% | +8.8% |
| 3M | +2.0% | +5.4% | -3.4% | +2.2% |
| 6M | +2.1% | +45.7% | -43.6% | +2.4% |
| YTD | +20.2% | +21.2% | -1.0% | +18.1% |
| 1Y | +55.2% | +35.6% | +19.5% | +53.9% |
| All | +55.2% | +36.0% | +19.2% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling