+489.2%
VALE vs XHB
+215.4%
+273.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.2% |
| 7D | -0.3% | -4.6% | +4.4% | +2.3% |
| 30D | +8.6% | -9.1% | +17.8% | +14.2% |
| 3M | +2.0% | -8.6% | +10.5% | +6.1% |
| 6M | +2.1% | -4.0% | +6.1% | +3.3% |
| YTD | +20.2% | -3.9% | +24.2% | +21.0% |
| 1Y | +55.2% | -16.5% | +71.6% | +68.1% |
| 3Y | +45.9% | +22.6% | +23.3% | +21.8% |
| 5Y | +41.4% | +33.9% | +7.4% | +7.3% |
| All | +489.2% | +215.4% | +273.8% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling