+486.8%
VALE vs ES
+85.1%
+401.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +2.9% | +1.4% | +1.5% | +2.4% |
| 30D | +8.8% | -1.2% | +10.0% | +9.1% |
| 3M | +6.8% | +5.0% | +1.8% | +4.9% |
| 6M | +6.9% | -2.8% | +9.7% | +7.5% |
| YTD | +22.8% | +8.6% | +14.2% | +18.9% |
| 1Y | +61.3% | +18.9% | +42.3% | +50.2% |
| 3Y | +53.3% | +32.1% | +21.2% | +35.4% |
| 5Y | +44.9% | -5.1% | +49.9% | +42.0% |
| 10Y | +486.8% | +84.2% | +402.6% | +389.1% |
| All | +486.8% | +85.1% | +401.7% | +389.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling