+50.0%
EXPE vs VALE
+3.0%
+47.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.1% | +6.4% | +10.6% |
| 7D | +14.6% | -0.3% | +15.0% | +14.4% |
| 30D | +21.4% | -19.2% | +40.6% | +19.7% |
| 3M | +1.4% | -20.7% | +22.1% | -0.1% |
| 6M | +28.6% | -25.8% | +54.4% | +26.1% |
| YTD | +12.1% | -9.8% | +21.9% | +8.7% |
| 1Y | +50.0% | +3.7% | +46.3% | +39.8% |
| All | +50.0% | +3.0% | +47.0% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling