+37.8%
VALE vs XPO
+306.2%
-268.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -0.9% |
| 7D | -3.2% | +9.0% | -12.2% | -4.5% |
| 30D | -15.1% | +4.2% | -19.2% | -15.7% |
| 3M | -18.7% | -8.7% | -10.0% | -17.7% |
| 6M | -31.5% | -2.8% | -28.7% | -31.5% |
| YTD | -11.4% | +41.9% | -53.3% | -16.7% |
| 1Y | -1.9% | +42.3% | -44.2% | -7.9% |
| 3Y | +1.7% | +127.3% | -125.6% | -13.5% |
| All | +37.8% | +306.2% | -268.3% | +3.8% |
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