+489.2%
VALE vs ESI
+312.8%
+176.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -0.3% | -4.6% | +4.4% | +1.7% |
| 30D | +8.6% | -10.5% | +19.1% | +13.4% |
| 3M | +2.0% | -19.8% | +21.8% | +10.3% |
| 6M | +2.1% | +5.8% | -3.7% | -3.4% |
| YTD | +20.2% | +38.3% | -18.1% | +0.5% |
| 1Y | +55.2% | +31.5% | +23.6% | +31.6% |
| 3Y | +45.9% | +80.7% | -34.8% | +3.2% |
| 5Y | +41.4% | +69.4% | -28.0% | -1.7% |
| All | +489.2% | +312.8% | +176.5% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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