+46.4%
VALE vs XHB
+21.1%
+25.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.1% |
| 7D | -0.2% | -5.2% | +5.0% | +1.8% |
| 30D | +9.7% | -12.1% | +21.9% | +15.2% |
| 3M | +5.3% | -6.2% | +11.5% | +7.2% |
| 6M | +0.5% | -6.7% | +7.3% | +2.4% |
| YTD | +20.6% | -5.5% | +26.1% | +21.8% |
| 1Y | +57.6% | -15.6% | +73.2% | +66.1% |
| All | +46.4% | +21.1% | +25.2% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling