+37.8%
VALE vs ESI
+36.5%
+1.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -3.2% | +5.5% | -8.7% | -4.8% |
| 30D | -15.1% | -7.8% | -7.3% | -13.3% |
| 3M | -18.7% | -15.0% | -3.7% | -15.1% |
| 6M | -31.5% | -24.9% | -6.6% | -26.1% |
| YTD | -11.4% | +33.2% | -44.7% | -23.2% |
| 1Y | -1.9% | +24.9% | -26.8% | -13.1% |
| 3Y | +1.7% | +77.8% | -76.1% | -24.3% |
| All | +37.8% | +36.5% | +1.3% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling