+26.1%
EXPE vs VALE
+58.5%
-32.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -11.5% | -1.8% | -9.7% | -11.5% |
| 30D | -13.1% | +6.7% | -19.7% | -12.8% |
| 3M | +18.1% | +4.9% | +13.3% | +18.4% |
| 6M | +13.3% | +3.6% | +9.7% | +13.6% |
| YTD | -3.2% | +21.9% | -25.1% | -6.6% |
| 1Y | +26.1% | +61.6% | -35.4% | +8.8% |
| All | +26.1% | +58.5% | -32.3% | +8.8% |
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