+59.2%
VALE vs XRT
-1.6%
+60.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.1% |
| 7D | -1.8% | -2.4% | +0.6% | -1.0% |
| 30D | +6.7% | -6.9% | +13.6% | +9.7% |
| 3M | +4.9% | -0.4% | +5.3% | +4.2% |
| 6M | +3.6% | +2.2% | +1.4% | +1.1% |
| YTD | +21.9% | -0.7% | +22.6% | +19.9% |
| All | +59.2% | -1.6% | +60.8% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling