+1,702.7%
VALE vs EXPD
+1,514.1%
+188.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.5% |
| 7D | +1.8% | -7.2% | +8.9% | +5.9% |
| 30D | -14.8% | -3.3% | -11.6% | -13.5% |
| 3M | -19.0% | +3.4% | -22.4% | -21.1% |
| 6M | -27.7% | +22.7% | -50.4% | -36.8% |
| YTD | -8.5% | +24.5% | -33.0% | -22.5% |
| 1Y | +2.6% | +38.6% | -36.0% | -18.7% |
| 3Y | +4.0% | +71.5% | -67.5% | -30.4% |
| 5Y | +51.2% | +56.2% | -5.0% | +2.4% |
| 10Y | +263.0% | +310.5% | -47.4% | +28.7% |
| All | +1,702.7% | +1,514.1% | +188.6% | +292.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling