+2.0%
VALE vs ES
-0.1%
+2.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.4% | -3.3% |
| 7D | +5.5% | +0.9% | +4.6% | +5.3% |
| 30D | -15.0% | +5.9% | -20.9% | -15.5% |
| 3M | -20.0% | -1.0% | -19.0% | -19.9% |
| 6M | -28.4% | +7.2% | -35.5% | -29.3% |
| YTD | -8.6% | +7.0% | -15.6% | -9.4% |
| 1Y | +2.0% | +0.5% | +1.5% | +1.7% |
| All | +2.0% | -0.1% | +2.0% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling