+3.7%
VALE vs ESTC
+1.6%
+2.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.0% |
| 7D | -0.3% | -15.9% | +15.5% | -1.4% |
| 30D | -19.2% | -5.5% | -13.7% | -19.4% |
| 3M | -20.7% | +26.2% | -46.9% | -19.5% |
| 6M | -25.8% | +77.0% | -102.8% | -23.3% |
| YTD | -9.8% | +18.9% | -28.7% | -7.6% |
| 1Y | +3.7% | +1.3% | +2.4% | +7.1% |
| All | +3.7% | +1.6% | +2.1% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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