+1,222.0%
VALE vs XPO
+10,152.6%
-8,930.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | +2.9% | +2.7% | +0.2% | +2.4% |
| 30D | +8.8% | -6.2% | +15.0% | +9.8% |
| 3M | +6.8% | -15.4% | +22.2% | +9.4% |
| 6M | +6.9% | +0.7% | +6.2% | +6.3% |
| YTD | +22.8% | +39.8% | -17.0% | +15.2% |
| 1Y | +61.3% | +43.3% | +17.9% | +50.0% |
| 3Y | +53.3% | +166.0% | -112.7% | +24.8% |
| 5Y | +44.9% | +274.2% | -229.3% | +7.5% |
| 10Y | +486.8% | +1,429.0% | -942.3% | +243.0% |
| All | +1,222.0% | +10,152.6% | -8,930.5% | +530.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling