+41.3%
EXC vs VALE
+44.1%
-2.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.1% |
| 7D | -1.2% | +1.8% | -2.9% | -1.3% |
| 30D | +10.0% | -14.8% | +24.8% | +11.4% |
| 3M | +1.6% | -19.0% | +20.6% | +3.3% |
| 6M | +3.3% | -27.7% | +31.0% | +5.9% |
| YTD | +7.6% | -8.5% | +16.1% | +7.2% |
| 1Y | +3.5% | +2.6% | +0.8% | +1.8% |
| 3Y | +27.7% | +4.0% | +23.6% | +24.7% |
| All | +41.3% | +44.1% | -2.9% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling