+3.7%
VALE vs EXE
-18.4%
+22.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.9% | +7.0% | +4.0% |
| 7D | -0.3% | -4.7% | +4.3% | -0.5% |
| 30D | -19.2% | +1.0% | -20.2% | -19.2% |
| 3M | -20.7% | -5.6% | -15.1% | -20.8% |
| 6M | -25.8% | -12.3% | -13.5% | -26.4% |
| YTD | -9.8% | -19.5% | +9.7% | -11.2% |
| 1Y | +3.7% | -18.9% | +22.5% | +0.9% |
| All | +3.7% | -18.4% | +22.1% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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