+2,320.2%
VALE vs ELV
+1,698.9%
+621.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.4% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | +8.8% | +2.0% | +6.8% | +7.9% |
| 3M | +6.8% | -3.5% | +10.2% | +7.4% |
| 6M | +6.9% | +40.2% | -33.3% | -8.0% |
| YTD | +22.8% | +15.8% | +7.0% | +12.6% |
| 1Y | +61.3% | +33.2% | +28.1% | +38.7% |
| 3Y | +53.3% | -6.2% | +59.5% | +45.9% |
| 5Y | +44.9% | +16.4% | +28.4% | +21.3% |
| 10Y | +486.8% | +259.8% | +227.0% | +179.8% |
| All | +2,320.2% | +1,698.9% | +621.3% | +535.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling