+489.2%
VALE vs ETR
+296.9%
+192.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -0.3% | -1.8% | +1.5% | +0.4% |
| 30D | +8.6% | -1.8% | +10.4% | +9.2% |
| 3M | +2.0% | -3.6% | +5.6% | +3.1% |
| 6M | +2.1% | +2.6% | -0.5% | +0.7% |
| YTD | +20.2% | +16.0% | +4.2% | +13.5% |
| 1Y | +55.2% | +20.1% | +35.0% | +44.5% |
| 3Y | +45.9% | +143.6% | -97.7% | +2.2% |
| 5Y | +41.4% | +124.4% | -83.0% | +1.0% |
| All | +489.2% | +296.9% | +192.4% | +349.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling