+214.6%
VALE vs EXPD
+337.7%
-123.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -1.3% |
| 7D | +1.3% | -1.6% | +2.9% | +1.9% |
| 30D | -14.3% | +0.6% | -15.0% | -14.8% |
| 3M | -16.8% | +9.8% | -26.6% | -20.8% |
| 6M | -30.2% | +25.8% | -56.0% | -37.9% |
| YTD | -8.6% | +31.3% | -39.9% | -21.7% |
| 1Y | +1.6% | +40.9% | -39.3% | -16.2% |
| 3Y | +4.1% | +74.7% | -70.6% | -25.8% |
| 5Y | +38.7% | +62.9% | -24.2% | 0.0% |
| 10Y | +214.6% | +334.3% | -119.7% | +32.5% |
| All | +214.6% | +337.7% | -123.1% | +32.5% |
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