+43.2%
VALE vs ENB
+68.4%
-25.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | +6.7% | -1.1% | +7.7% | +7.2% |
| 3M | +4.9% | -8.5% | +13.4% | +10.4% |
| 6M | +3.6% | -4.5% | +8.1% | +5.8% |
| YTD | +21.9% | +9.1% | +12.8% | +13.2% |
| 1Y | +61.6% | +8.0% | +53.6% | +50.8% |
| 3Y | +52.1% | +77.8% | -25.7% | -6.4% |
| 5Y | +43.2% | +69.4% | -26.2% | -13.6% |
| All | +43.2% | +68.4% | -25.3% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling