+222.3%
VALE vs EXPD
+334.2%
-111.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.6% | +2.1% |
| 7D | +5.6% | -5.5% | +11.0% | +8.1% |
| 30D | -12.1% | -1.9% | -10.2% | -11.6% |
| 3M | -16.3% | +6.1% | -22.4% | -19.0% |
| 6M | -26.0% | +21.6% | -47.6% | -33.1% |
| YTD | -5.5% | +27.9% | -33.4% | -18.1% |
| 1Y | +6.7% | +39.4% | -32.7% | -11.7% |
| 3Y | +10.2% | +72.7% | -62.5% | -21.2% |
| 5Y | +49.7% | +60.3% | -10.6% | +8.4% |
| 10Y | +222.3% | +332.6% | -110.3% | +37.7% |
| All | +222.3% | +334.2% | -111.9% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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