+40.9%
VALE vs XPO
+261.3%
-220.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.3% | -5.7% | +5.4% | +0.6% |
| 30D | +8.6% | -12.8% | +21.4% | +10.9% |
| 3M | +2.0% | -20.0% | +22.0% | +5.3% |
| 6M | +2.1% | -6.0% | +8.2% | +2.6% |
| YTD | +20.2% | +34.0% | -13.8% | +14.0% |
| 1Y | +55.2% | +35.6% | +19.6% | +46.3% |
| 3Y | +45.9% | +152.3% | -106.4% | +20.9% |
| All | +40.9% | +261.3% | -220.4% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 5y: compounded portfolio wealth divided by compounded XPO 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…
5y analysis · Full analysis span regression · 6 months rolling