+282.2%
VALE vs ET
+1,447.8%
-1,165.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | -1.8% | +0.6% | -2.5% | -2.1% |
| 30D | +6.7% | +5.3% | +1.4% | +4.0% |
| 3M | +4.9% | +15.6% | -10.8% | -2.3% |
| 6M | +3.6% | +20.6% | -17.0% | -5.8% |
| YTD | +21.9% | +38.5% | -16.7% | +3.9% |
| 1Y | +61.6% | +35.7% | +25.8% | +38.9% |
| 3Y | +52.1% | +98.4% | -46.2% | +7.2% |
| 5Y | +43.2% | +245.3% | -202.1% | -23.3% |
| 10Y | +521.5% | +173.7% | +347.8% | +225.2% |
| All | +282.2% | +1,447.8% | -1,165.6% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling