-1.9%
VALE vs XRT
+12.7%
-14.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | -3.2% | +1.7% | -4.9% | -3.8% |
| 30D | -15.1% | +7.5% | -22.6% | -17.4% |
| 3M | -18.7% | +2.2% | -20.9% | -19.3% |
| 6M | -31.5% | +14.7% | -46.1% | -36.6% |
| YTD | -11.4% | +7.5% | -18.9% | -16.4% |
| 1Y | -1.9% | +14.1% | -16.0% | -9.2% |
| All | -1.9% | +12.7% | -14.5% | -9.2% |
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