+308.5%
VALE vs XRT
+514.3%
-205.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -1.0% |
| 7D | +1.6% | +0.8% | +0.8% | +1.0% |
| 30D | +5.1% | -4.2% | +9.3% | +8.5% |
| 3M | -0.4% | +5.1% | -5.5% | -4.8% |
| 6M | -2.2% | +2.4% | -4.6% | -4.6% |
| YTD | +20.5% | +3.2% | +17.3% | +16.5% |
| 1Y | +61.2% | +1.5% | +59.7% | +56.9% |
| 3Y | +43.1% | +40.6% | +2.6% | +3.9% |
| 5Y | +34.0% | -1.0% | +34.9% | +18.2% |
| 10Y | +469.7% | +128.4% | +341.3% | +101.6% |
| All | +308.5% | +514.3% | -205.8% | -46.6% |
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