+489.2%
VALE vs ENB
+92.6%
+396.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | +0.3% |
| 7D | -0.3% | -4.7% | +4.4% | +3.1% |
| 30D | +8.6% | -5.9% | +14.5% | +13.0% |
| 3M | +2.0% | -14.2% | +16.2% | +13.0% |
| 6M | +2.1% | -8.6% | +10.7% | +7.7% |
| YTD | +20.2% | +3.9% | +16.3% | +15.2% |
| 1Y | +55.2% | +1.8% | +53.4% | +50.5% |
| 3Y | +45.9% | +68.5% | -22.6% | -4.6% |
| 5Y | +41.4% | +62.4% | -21.0% | -4.7% |
| All | +489.2% | +92.6% | +396.7% | +266.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling