+2,275.1%
VALE vs EXPD
+1,550.7%
+724.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | +1.6% | -1.1% | +2.7% | +2.2% |
| 30D | +5.1% | +4.1% | +1.1% | +2.6% |
| 3M | -0.4% | +17.9% | -18.3% | -10.1% |
| 6M | -2.2% | +29.2% | -31.4% | -17.3% |
| YTD | +20.5% | +27.4% | -6.8% | +1.3% |
| 1Y | +61.2% | +56.8% | +4.3% | +18.0% |
| 3Y | +43.1% | +68.0% | -24.9% | -2.5% |
| 5Y | +34.0% | +61.9% | -27.9% | -11.2% |
| 10Y | +469.7% | +316.0% | +153.7% | +101.8% |
| All | +2,275.1% | +1,550.7% | +724.3% | +413.1% |
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 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