+44.9%
VALE vs EXR
-10.8%
+55.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +2.9% | -0.7% | +3.6% | +3.1% |
| 30D | +8.8% | -6.9% | +15.7% | +10.9% |
| 3M | +6.8% | -3.0% | +9.7% | +7.3% |
| 6M | +6.9% | -2.9% | +9.9% | +7.4% |
| YTD | +22.8% | +9.3% | +13.5% | +19.5% |
| 1Y | +61.3% | -0.9% | +62.2% | +60.6% |
| 3Y | +53.3% | +24.7% | +28.6% | +42.0% |
| 5Y | +44.9% | -11.7% | +56.5% | +42.0% |
| All | +44.9% | -10.8% | +55.7% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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