+3.7%
VALE vs ENTG
+63.3%
-59.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.5% | +10.6% | +5.1% |
| 7D | -0.3% | -10.3% | +10.0% | +1.2% |
| 30D | -19.2% | -14.4% | -4.9% | -17.5% |
| 3M | -20.7% | -1.1% | -19.6% | -21.4% |
| 6M | -25.8% | +3.0% | -28.8% | -28.8% |
| YTD | -9.8% | +70.1% | -79.9% | -24.2% |
| 1Y | +3.7% | +65.7% | -62.1% | -12.9% |
| All | +3.7% | +63.3% | -59.7% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 1y: compounded portfolio wealth divided by compounded ENTG 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…
1y analysis · Full analysis span regression · 6 months rolling