+1,645.1%
VALE vs ENB
+1,944.8%
-299.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -1.0% |
| 7D | -3.2% | +3.1% | -6.3% | -5.7% |
| 30D | -15.1% | +2.1% | -17.2% | -16.8% |
| 3M | -18.7% | -4.4% | -14.3% | -16.1% |
| 6M | -31.5% | -10.1% | -21.4% | -26.0% |
| YTD | -11.4% | +5.2% | -16.6% | -17.2% |
| 1Y | -1.9% | +4.2% | -6.1% | -7.7% |
| 3Y | +1.7% | +70.1% | -68.4% | -39.5% |
| 5Y | +35.4% | +59.4% | -24.0% | -15.1% |
| 10Y | +204.8% | +109.5% | +95.3% | +37.1% |
| All | +1,645.1% | +1,944.8% | -299.7% | +112.2% |
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