+46.4%
VALE vs ESI
+73.2%
-26.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.3% |
| 7D | -0.2% | -2.3% | +2.1% | +0.5% |
| 30D | +9.7% | -9.0% | +18.8% | +12.7% |
| 3M | +5.3% | -13.3% | +18.5% | +8.8% |
| 6M | +0.5% | +5.3% | -4.7% | -3.7% |
| YTD | +20.6% | +37.6% | -17.0% | +5.2% |
| 1Y | +57.6% | +33.6% | +24.0% | +38.1% |
| All | +46.4% | +73.2% | -26.8% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling