+160.0%
EXPE vs VALE
+526.3%
-366.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | -5.8% | -0.3% | -5.5% | -5.8% |
| 30D | -13.6% | +8.6% | -22.2% | -15.8% |
| 3M | +25.2% | +2.0% | +23.2% | +23.9% |
| 6M | +22.3% | +2.1% | +20.2% | +20.4% |
| YTD | -0.3% | +20.2% | -20.5% | -7.6% |
| 1Y | +27.8% | +55.2% | -27.4% | +9.3% |
| 3Y | +162.4% | +45.9% | +116.5% | +124.4% |
| 5Y | +95.8% | +41.4% | +54.4% | +62.5% |
| All | +160.0% | +526.3% | -366.3% | +54.8% |
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