+1,645.1%
VALE vs ENB
+1,915.9%
-270.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.3% |
| 7D | -3.2% | +1.7% | -4.9% | -4.6% |
| 30D | -15.1% | +0.7% | -15.7% | -15.8% |
| 3M | -18.7% | -5.8% | -12.9% | -15.1% |
| 6M | -31.5% | -11.3% | -20.1% | -25.0% |
| YTD | -11.4% | +3.7% | -15.1% | -16.2% |
| 1Y | -1.9% | +2.8% | -4.6% | -6.5% |
| 3Y | +1.7% | +67.7% | -66.0% | -38.8% |
| 5Y | +35.4% | +57.1% | -21.7% | -14.1% |
| 10Y | +204.8% | +106.6% | +98.3% | +38.8% |
| All | +1,645.1% | +1,915.9% | -270.8% | +114.8% |
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 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