-27.7%
VALE vs ES
+4.1%
-31.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.4% |
| 7D | +1.8% | +1.9% | -0.1% | +1.6% |
| 30D | -14.8% | +7.1% | -21.9% | -15.2% |
| 3M | -19.0% | -1.9% | -17.1% | -18.9% |
| 6M | -27.7% | +4.4% | -32.1% | -29.2% |
| All | -27.7% | +4.1% | -31.8% | -29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling