+116.8%
EXPE vs VALE
+5.0%
+111.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.5% |
| 7D | -11.2% | +5.5% | -16.7% | -12.0% |
| 30D | -7.5% | -15.0% | +7.5% | -5.0% |
| 3M | -19.1% | -20.0% | +0.9% | -16.2% |
| 6M | +10.7% | -28.4% | +39.1% | +17.0% |
| YTD | -9.9% | -8.6% | -1.3% | -12.5% |
| 1Y | -4.6% | +2.0% | -6.6% | -10.8% |
| 3Y | +116.8% | +4.1% | +112.7% | +91.8% |
| All | +116.8% | +5.0% | +111.8% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling