+38.6%
EXPE vs VALE
+46.3%
-7.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.3% |
| 7D | -11.2% | +5.5% | -16.7% | -12.3% |
| 30D | -7.5% | -15.0% | +7.5% | -3.9% |
| 3M | -19.1% | -20.0% | +0.9% | -14.9% |
| 6M | +10.7% | -28.4% | +39.1% | +19.4% |
| YTD | -9.9% | -8.6% | -1.3% | -10.8% |
| 1Y | -4.6% | +2.0% | -6.6% | -8.8% |
| 3Y | +116.8% | +4.1% | +112.7% | +101.1% |
| 5Y | +38.6% | +46.4% | -7.9% | +6.3% |
| All | +38.6% | +46.3% | -7.7% | +6.3% |
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