+37.8%
VALE vs EXPD
+60.9%
-23.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -3.2% | +5.5% | -8.7% | -4.5% |
| 30D | -15.1% | -0.8% | -14.3% | -15.0% |
| 3M | -18.7% | +4.1% | -22.8% | -19.7% |
| 6M | -31.5% | +25.7% | -57.1% | -35.8% |
| YTD | -11.4% | +31.4% | -42.8% | -18.8% |
| 1Y | -1.9% | +42.2% | -44.0% | -12.2% |
| 3Y | +1.7% | +77.2% | -75.5% | -16.7% |
| All | +37.8% | +60.9% | -23.0% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling