+54.5%
VALE vs EXE
+188.3%
-133.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -0.2% | -2.2% | +2.0% | +0.4% |
| 30D | +9.7% | -0.8% | +10.6% | +9.9% |
| 3M | +5.3% | +10.0% | -4.8% | +2.5% |
| 6M | +0.5% | -6.3% | +6.9% | +1.6% |
| YTD | +20.6% | -10.7% | +31.3% | +22.9% |
| 1Y | +57.6% | +2.7% | +54.9% | +53.3% |
| 3Y | +50.6% | +19.1% | +31.4% | +36.2% |
| 5Y | +41.8% | +105.4% | -63.6% | +4.9% |
| All | +54.5% | +188.3% | -133.8% | +3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling