+855.0%
EXPE vs VALE
+472.9%
+382.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -9.5% | +1.6% | -11.1% | -10.0% |
| 30D | -6.6% | +5.1% | -11.8% | -8.2% |
| 3M | +31.4% | -0.4% | +31.8% | +30.9% |
| 6M | +35.2% | -2.2% | +37.4% | +34.5% |
| YTD | +5.8% | +20.5% | -14.7% | -2.1% |
| 1Y | +38.7% | +61.2% | -22.5% | +16.9% |
| 3Y | +175.8% | +43.1% | +132.6% | +137.1% |
| 5Y | +111.8% | +34.0% | +77.9% | +78.7% |
| 10Y | +179.7% | +469.7% | -290.0% | +35.1% |
| All | +855.0% | +472.9% | +382.1% | +304.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling