+127.7%
EXPE vs VALE
+204.8%
-77.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | -0.5% | -3.2% | +2.7% | +0.4% |
| 30D | -6.1% | -15.1% | +9.0% | -1.7% |
| 3M | -21.3% | -18.7% | -2.6% | -16.8% |
| 6M | +19.0% | -31.5% | +50.5% | +31.7% |
| YTD | -8.4% | -11.4% | +3.0% | -7.7% |
| 1Y | -2.8% | -1.9% | -0.9% | -5.2% |
| 3Y | +120.8% | +1.7% | +119.1% | +109.0% |
| 5Y | +46.2% | +35.4% | +10.8% | +21.6% |
| All | +127.7% | +204.8% | -77.2% | +56.1% |
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