+196.7%
EXC vs VALE
+204.8%
-8.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +1.4% | -3.2% | +4.6% | +1.8% |
| 30D | +8.6% | -15.1% | +23.6% | +11.0% |
| 3M | +2.4% | -18.7% | +21.1% | +5.2% |
| 6M | +6.5% | -31.5% | +37.9% | +11.9% |
| YTD | +9.0% | -11.4% | +20.5% | +9.6% |
| 1Y | +4.6% | -1.9% | +6.4% | +3.4% |
| 3Y | +33.5% | +1.7% | +31.8% | +29.9% |
| 5Y | +41.4% | +35.4% | +6.0% | +27.5% |
| All | +196.7% | +204.8% | -8.2% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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