+43.2%
VALE vs EXEL
+194.6%
-151.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | +6.7% | +10.1% | -3.5% | +5.6% |
| 3M | +4.9% | +10.1% | -5.2% | +3.7% |
| 6M | +3.6% | +37.7% | -34.1% | -0.2% |
| YTD | +21.9% | +33.1% | -11.2% | +17.8% |
| 1Y | +61.6% | +52.4% | +9.2% | +53.8% |
| 3Y | +52.1% | +163.8% | -111.7% | +33.5% |
| 5Y | +43.2% | +198.5% | -155.3% | +17.5% |
| All | +43.2% | +194.6% | -151.4% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling