+4.0%
VALE vs EXPD
+68.8%
-64.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.7% |
| 7D | +1.8% | -7.2% | +8.9% | +3.2% |
| 30D | -14.8% | -3.3% | -11.6% | -14.4% |
| 3M | -19.0% | +3.4% | -22.4% | -19.9% |
| 6M | -27.7% | +22.7% | -50.4% | -31.3% |
| YTD | -8.5% | +24.5% | -33.0% | -14.2% |
| 1Y | +2.6% | +38.6% | -36.0% | -6.9% |
| 3Y | +4.0% | +71.5% | -67.5% | -15.6% |
| All | +4.0% | +68.8% | -64.8% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling