-1.9%
VALE vs EXEL
+60.1%
-62.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -3.2% | -0.8% | -2.4% | -3.0% |
| 30D | -15.1% | +13.1% | -28.2% | -16.8% |
| 3M | -18.7% | +36.3% | -55.0% | -22.8% |
| 6M | -31.5% | +34.5% | -66.0% | -34.9% |
| YTD | -11.4% | +57.4% | -68.9% | -19.8% |
| 1Y | -1.9% | +62.9% | -64.8% | -11.7% |
| All | -1.9% | +60.1% | -62.0% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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