+47.4%
VALE vs ESTC
+24.6%
+22.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | +0.1% | -2.8% |
| 7D | +5.5% | -3.6% | +9.0% | +5.9% |
| 30D | -15.0% | -11.2% | -3.8% | -13.9% |
| 3M | -20.0% | +14.3% | -34.3% | -22.1% |
| 6M | -28.4% | +67.0% | -95.4% | -34.1% |
| YTD | -8.6% | +15.7% | -24.2% | -12.3% |
| 1Y | +2.0% | -6.3% | +8.2% | +0.6% |
| 3Y | +4.1% | +14.5% | -10.4% | -5.8% |
| 5Y | +46.4% | -49.9% | +96.3% | +47.8% |
| All | +47.4% | +24.6% | +22.7% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling