+197.7%
EXC vs VALE
+206.6%
-9.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.2% |
| 7D | +0.1% | +5.5% | -5.4% | -0.7% |
| 30D | +9.0% | -15.0% | +24.0% | +11.4% |
| 3M | +3.3% | -20.0% | +23.3% | +6.4% |
| 6M | +5.7% | -28.4% | +34.0% | +10.4% |
| YTD | +7.3% | -8.6% | +15.9% | +7.4% |
| 1Y | +2.9% | +2.0% | +1.0% | +1.2% |
| 3Y | +29.3% | +4.1% | +25.2% | +25.4% |
| 5Y | +40.1% | +46.4% | -6.4% | +24.7% |
| 10Y | +197.7% | +202.4% | -4.7% | +133.1% |
| All | +197.7% | +206.6% | -9.0% | +133.1% |
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