+486.8%
VALE vs EXPD
+308.0%
+178.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.6% |
| 7D | +2.9% | -0.9% | +3.8% | +3.3% |
| 30D | +8.8% | +4.1% | +4.7% | +6.7% |
| 3M | +6.8% | +13.8% | -7.0% | +0.1% |
| 6M | +6.9% | +27.3% | -20.4% | -5.7% |
| YTD | +22.8% | +25.4% | -2.6% | +7.8% |
| 1Y | +61.3% | +54.4% | +6.9% | +25.9% |
| 3Y | +53.3% | +67.9% | -14.6% | +11.4% |
| 5Y | +44.9% | +59.2% | -14.3% | +4.7% |
| 10Y | +486.8% | +308.6% | +178.2% | +136.1% |
| All | +486.8% | +308.0% | +178.8% | +136.1% |
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