+3.7%
VALE vs ET
+24.7%
-21.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.5% | +7.6% | +3.8% |
| 7D | -0.3% | -6.0% | +5.7% | -0.7% |
| 30D | -19.2% | -6.1% | -13.1% | -19.4% |
| 3M | -20.7% | -2.7% | -18.0% | -20.7% |
| 6M | -25.8% | +0.2% | -26.0% | -25.7% |
| YTD | -9.8% | +24.3% | -34.1% | -11.6% |
| 1Y | +3.7% | +26.4% | -22.7% | +1.0% |
| All | +3.7% | +24.7% | -21.1% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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