+212.0%
VALE vs EXPD
+322.8%
-110.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.2% |
| 7D | +1.8% | -7.2% | +8.9% | +5.0% |
| 30D | -14.8% | -3.3% | -11.6% | -13.8% |
| 3M | -19.0% | +3.4% | -22.4% | -20.7% |
| 6M | -27.7% | +22.7% | -50.4% | -35.0% |
| YTD | -8.5% | +24.5% | -33.0% | -19.8% |
| 1Y | +2.6% | +38.6% | -36.0% | -15.0% |
| 3Y | +4.0% | +71.5% | -67.5% | -25.6% |
| 5Y | +51.2% | +56.2% | -5.0% | +10.7% |
| All | +212.0% | +322.8% | -110.7% | +35.0% |
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