+201.8%
VALE vs XRT
+537.3%
-335.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.2% |
| 7D | -1.5% | -0.4% | -1.0% | -1.2% |
| 30D | -15.6% | +7.5% | -23.2% | -20.6% |
| 3M | -19.5% | +2.3% | -21.9% | -21.6% |
| 6M | -31.9% | +12.8% | -44.7% | -38.8% |
| YTD | -11.0% | +7.1% | -18.0% | -16.8% |
| 1Y | -2.1% | +12.3% | -14.4% | -12.1% |
| 3Y | +1.4% | +57.0% | -55.6% | -33.0% |
| 5Y | +36.2% | -4.3% | +40.5% | +24.6% |
| 10Y | +206.4% | +136.7% | +69.8% | +4.8% |
| All | +201.8% | +537.3% | -335.5% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling