+2,275.1%
VALE vs ENB
+2,018.2%
+256.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.5% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | +5.1% | -2.2% | +7.4% | +6.9% |
| 3M | -0.4% | -10.5% | +10.1% | +8.8% |
| 6M | -2.2% | -5.1% | +2.9% | +1.1% |
| YTD | +20.5% | +9.0% | +11.6% | +9.8% |
| 1Y | +61.2% | +8.2% | +53.0% | +47.3% |
| 3Y | +43.1% | +67.8% | -24.6% | -13.6% |
| 5Y | +34.0% | +69.4% | -35.4% | -20.3% |
| 10Y | +469.7% | +117.5% | +352.1% | +148.9% |
| All | +2,275.1% | +2,018.2% | +256.8% | +181.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling