+40.9%
VALE vs ENTG
+16.8%
+24.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | -0.3% | +1.2% | -1.4% | -0.5% |
| 30D | +8.6% | -12.9% | +21.5% | +11.2% |
| 3M | +2.0% | -3.1% | +5.0% | +0.6% |
| 6M | +2.1% | +21.0% | -18.9% | -4.4% |
| YTD | +20.2% | +67.0% | -46.8% | +5.3% |
| 1Y | +55.2% | +68.6% | -13.5% | +34.6% |
| 3Y | +45.9% | +48.6% | -2.7% | +25.2% |
| All | +40.9% | +16.8% | +24.1% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling