+489.2%
VALE vs XME
+421.4%
+67.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.4% |
| 7D | -0.3% | -4.2% | +3.9% | +2.9% |
| 30D | +8.6% | -2.7% | +11.3% | +10.5% |
| 3M | +2.0% | -3.9% | +5.9% | +4.0% |
| 6M | +2.1% | -1.0% | +3.1% | +1.0% |
| YTD | +20.2% | +9.8% | +10.4% | +9.4% |
| 1Y | +55.2% | +32.5% | +22.6% | +19.9% |
| 3Y | +45.9% | +124.3% | -78.4% | -28.4% |
| 5Y | +41.4% | +165.8% | -124.4% | -42.5% |
| All | +489.2% | +421.4% | +67.9% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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