+2,275.1%
VALE vs ES
+756.0%
+1,519.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | +5.1% | -2.0% | +7.1% | +6.1% |
| 3M | -0.4% | +1.7% | -2.1% | -1.8% |
| 6M | -2.2% | -3.5% | +1.3% | -1.0% |
| YTD | +20.5% | +7.9% | +12.6% | +14.1% |
| 1Y | +61.2% | +17.2% | +44.0% | +43.5% |
| 3Y | +43.1% | +29.3% | +13.8% | +16.1% |
| 5Y | +34.0% | -5.7% | +39.7% | +27.8% |
| 10Y | +469.7% | +85.2% | +384.5% | +203.8% |
| All | +2,275.1% | +756.0% | +1,519.1% | +363.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling