+61.2%
VALE vs ETR
+23.8%
+37.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.6% | +1.4% | +0.2% | +1.3% |
| 30D | +5.1% | +1.0% | +4.1% | +4.8% |
| 3M | -0.4% | -1.3% | +0.8% | -0.2% |
| 6M | -2.2% | +1.9% | -4.1% | -3.8% |
| YTD | +20.5% | +18.2% | +2.4% | +14.5% |
| 1Y | +61.2% | +24.7% | +36.5% | +56.3% |
| All | +61.2% | +23.8% | +37.3% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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