+98.0%
VALE vs ESTC
+26.3%
+71.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +2.4% |
| 7D | +2.9% | -4.3% | +7.2% | +3.4% |
| 30D | +8.8% | +17.7% | -8.9% | +5.8% |
| 3M | +6.8% | +42.3% | -35.5% | +0.9% |
| 6M | +6.9% | +64.6% | -57.7% | -1.5% |
| YTD | +22.8% | +17.2% | +5.6% | +18.0% |
| 1Y | +61.3% | -4.2% | +65.5% | +58.8% |
| 3Y | +53.3% | +13.5% | +39.8% | +39.0% |
| 5Y | +44.9% | -45.5% | +90.4% | +43.5% |
| All | +98.0% | +26.3% | +71.7% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling