+44.3%
VALE vs EXPD
+68.7%
-24.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +1.6% | -1.1% | +2.7% | +1.9% |
| 30D | +5.1% | +4.1% | +1.1% | +4.1% |
| 3M | -0.4% | +17.9% | -18.3% | -4.3% |
| 6M | -2.2% | +29.2% | -31.4% | -8.4% |
| YTD | +20.5% | +27.4% | -6.8% | +12.6% |
| 1Y | +61.2% | +56.8% | +4.3% | +40.2% |
| All | +44.3% | +68.7% | -24.4% | +19.1% |
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 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