+1,645.1%
VALE vs EXEL
+382.2%
+1,263.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.0% |
| 3M | -18.7% | +36.3% | -55.0% | -23.1% |
| 6M | -31.5% | +34.5% | -66.0% | -35.3% |
| YTD | -11.4% | +57.4% | -68.9% | -18.9% |
| 1Y | -1.9% | +62.9% | -64.8% | -10.7% |
| 3Y | +1.7% | +229.5% | -227.8% | -20.7% |
| 5Y | +35.4% | +281.2% | -245.8% | +1.1% |
| 10Y | +204.8% | +320.7% | -115.9% | +105.9% |
| All | +1,645.1% | +382.2% | +1,263.0% | +615.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling