-3.9%
EXPE vs VALE
-1.6%
-2.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.5% |
| 7D | -4.2% | -1.5% | -2.7% | -4.2% |
| 30D | -4.5% | -15.6% | +11.1% | -5.5% |
| 3M | -19.7% | -19.5% | -0.2% | -20.7% |
| 6M | +18.3% | -31.9% | +50.2% | +15.8% |
| YTD | -7.3% | -11.0% | +3.6% | -13.8% |
| 1Y | -3.9% | -2.1% | -1.8% | -13.9% |
| All | -3.9% | -1.6% | -2.3% | -13.9% |
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