+686.5%
VALE vs EXR
+3,075.0%
-2,388.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | -1.5% | -1.2% | -0.3% | -0.9% |
| 30D | -15.6% | +18.3% | -33.9% | -22.1% |
| 3M | -19.5% | +9.1% | -28.6% | -23.0% |
| 6M | -31.9% | +11.7% | -43.6% | -35.8% |
| YTD | -11.0% | +25.7% | -36.7% | -20.6% |
| 1Y | -2.1% | +24.9% | -27.0% | -12.5% |
| 3Y | +1.4% | +51.4% | -50.1% | -19.9% |
| 5Y | +36.2% | -1.9% | +38.1% | +26.4% |
| 10Y | +206.4% | +214.0% | -7.5% | +43.1% |
| All | +686.5% | +3,075.0% | -2,388.5% | -4.3% |
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