+91.1%
EXPE vs VALE
+41.9%
+49.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.9% | -9.8% | -8.3% |
| 7D | -9.8% | +2.9% | -12.7% | -10.4% |
| 30D | -11.5% | +8.8% | -20.3% | -13.5% |
| 3M | +21.7% | +6.8% | +14.9% | +19.3% |
| 6M | +10.4% | +6.9% | +3.5% | +7.6% |
| YTD | -2.5% | +22.8% | -25.4% | -9.8% |
| 1Y | +27.3% | +61.3% | -33.9% | +8.3% |
| 3Y | +153.5% | +53.3% | +100.2% | +113.8% |
| 5Y | +91.1% | +44.9% | +46.2% | +56.3% |
| All | +91.1% | +41.9% | +49.2% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling