+47.9%
VALE vs ENB
+76.5%
-28.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | +6.7% | -1.1% | +7.7% | +7.0% |
| 3M | +4.9% | -8.5% | +13.4% | +8.3% |
| 6M | +3.6% | -4.5% | +8.1% | +5.0% |
| YTD | +21.9% | +9.1% | +12.8% | +16.5% |
| 1Y | +61.6% | +8.0% | +53.6% | +54.9% |
| All | +47.9% | +76.5% | -28.6% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling