+2,275.1%
VALE vs ETR
+1,208.0%
+1,067.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +1.6% | +1.4% | +0.2% | +0.7% |
| 30D | +5.1% | +1.0% | +4.1% | +4.3% |
| 3M | -0.4% | -1.3% | +0.8% | -0.1% |
| 6M | -2.2% | +1.9% | -4.1% | -4.3% |
| YTD | +20.5% | +18.2% | +2.4% | +7.5% |
| 1Y | +61.2% | +24.7% | +36.5% | +38.7% |
| 3Y | +43.1% | +150.7% | -107.5% | -24.4% |
| 5Y | +34.0% | +127.0% | -93.1% | -27.1% |
| 10Y | +469.7% | +295.5% | +174.2% | +86.0% |
| All | +2,275.1% | +1,208.0% | +1,067.1% | +472.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling