+41.8%
VALE vs XRT
-4.5%
+46.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -0.2% | -3.6% | +3.4% | +1.1% |
| 30D | +9.7% | -6.7% | +16.4% | +12.4% |
| 3M | +5.3% | -1.4% | +6.7% | +5.5% |
| 6M | +0.5% | +1.7% | -1.2% | -0.3% |
| YTD | +20.6% | -1.5% | +22.1% | +20.8% |
| 1Y | +57.6% | -2.5% | +60.1% | +58.1% |
| 3Y | +50.6% | +39.9% | +10.6% | +33.0% |
| 5Y | +41.8% | -2.6% | +44.5% | +30.1% |
| All | +41.8% | -4.5% | +46.3% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling