+55.2%
VALE vs ESI
+34.2%
+21.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -0.3% | -4.6% | +4.4% | +0.9% |
| 30D | +8.6% | -10.5% | +19.1% | +11.5% |
| 3M | +2.0% | -19.8% | +21.8% | +7.1% |
| 6M | +2.1% | +5.8% | -3.7% | -2.0% |
| YTD | +20.2% | +38.3% | -18.1% | +7.5% |
| 1Y | +55.2% | +31.5% | +23.6% | +39.4% |
| All | +55.2% | +34.2% | +21.0% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling