+42.8%
VALE vs ESTC
+25.9%
+16.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -3.2% | +2.4% | -5.6% | -3.5% |
| 30D | -15.1% | -4.2% | -10.8% | -14.8% |
| 3M | -18.7% | +2.5% | -21.2% | -19.6% |
| 6M | -31.5% | +81.5% | -113.0% | -37.7% |
| YTD | -11.4% | +16.8% | -28.3% | -15.1% |
| 1Y | -1.9% | -3.5% | +1.6% | -3.6% |
| 3Y | +1.7% | +17.7% | -16.0% | -8.4% |
| 5Y | +35.4% | -51.7% | +87.2% | +38.2% |
| All | +42.8% | +25.9% | +16.9% | -1.8% |
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