+37.8%
VALE vs EXEL
+281.2%
-243.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -3.2% | -0.8% | -2.4% | -3.1% |
| 30D | -15.1% | +13.1% | -28.2% | -16.2% |
| 3M | -18.7% | +36.3% | -55.0% | -21.3% |
| 6M | -31.5% | +34.5% | -66.0% | -33.7% |
| YTD | -11.4% | +57.4% | -68.9% | -15.9% |
| 1Y | -1.9% | +62.9% | -64.8% | -7.1% |
| 3Y | +1.7% | +229.5% | -227.8% | -12.5% |
| All | +37.8% | +281.2% | -243.4% | +19.6% |
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