+49.7%
VALE vs ESTC
-48.1%
+97.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.9% | -1.6% | +3.0% |
| 7D | +5.6% | -1.2% | +6.7% | +5.6% |
| 30D | -12.1% | -8.1% | -4.0% | -11.7% |
| 3M | -16.3% | +20.2% | -36.5% | -17.7% |
| 6M | -26.0% | +72.7% | -98.7% | -29.4% |
| YTD | -5.5% | +19.6% | -25.2% | -7.6% |
| 1Y | +6.7% | +0.3% | +6.4% | +5.8% |
| 3Y | +10.2% | +22.8% | -12.6% | +3.8% |
| 5Y | +49.7% | -50.9% | +100.6% | +30.8% |
| All | +49.7% | -48.1% | +97.8% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling