+129.3%
EXPE vs VALE
+214.6%
-85.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -17.8% | +1.3% | -19.1% | -18.1% |
| 30D | -3.2% | -14.3% | +11.1% | +1.1% |
| 3M | -19.0% | -16.8% | -2.1% | -14.9% |
| 6M | +17.7% | -30.2% | +48.0% | +29.6% |
| YTD | -7.8% | -8.6% | +0.8% | -7.9% |
| 1Y | -1.4% | +1.6% | -3.0% | -4.7% |
| 3Y | +121.9% | +4.1% | +117.8% | +108.8% |
| 5Y | +44.3% | +38.7% | +5.6% | +19.3% |
| All | +129.3% | +214.6% | -85.3% | +55.8% |
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 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