+206.4%
VALE vs ES
+96.6%
+109.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | -1.5% | -1.1% | -0.4% | -1.2% |
| 30D | -15.6% | +8.2% | -23.8% | -17.8% |
| 3M | -19.5% | +0.6% | -20.2% | -19.9% |
| 6M | -31.9% | +6.0% | -37.9% | -33.4% |
| YTD | -11.0% | +9.3% | -20.3% | -14.0% |
| 1Y | -2.1% | +1.1% | -3.2% | -3.5% |
| 3Y | +1.4% | +51.9% | -50.5% | -14.2% |
| 5Y | +36.2% | +6.5% | +29.7% | +28.3% |
| All | +206.4% | +96.6% | +109.8% | +177.9% |
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