+734.6%
VALE vs EXR
+3,114.4%
-2,379.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.0% |
| 7D | +5.6% | +2.7% | +2.9% | +4.3% |
| 30D | -12.1% | +18.9% | -31.1% | -19.0% |
| 3M | -16.3% | +8.4% | -24.7% | -19.7% |
| 6M | -26.0% | +14.3% | -40.3% | -31.0% |
| YTD | -5.5% | +27.2% | -32.8% | -16.2% |
| 1Y | +6.7% | +25.9% | -19.2% | -5.0% |
| 3Y | +10.2% | +54.6% | -44.5% | -13.8% |
| 5Y | +49.7% | -0.6% | +50.3% | +38.1% |
| 10Y | +222.3% | +208.5% | +13.7% | +51.9% |
| All | +734.6% | +3,114.4% | -2,379.8% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling