+209.8%
VALE vs XRT
+549.2%
-339.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +1.3% | -1.4% | +2.8% | +2.4% |
| 30D | -14.3% | +9.8% | -24.1% | -20.7% |
| 3M | -16.8% | +3.3% | -20.1% | -19.5% |
| 6M | -30.2% | +13.6% | -43.8% | -37.6% |
| YTD | -8.6% | +9.1% | -17.7% | -15.9% |
| 1Y | +1.6% | +15.1% | -13.4% | -10.4% |
| 3Y | +4.1% | +59.9% | -55.9% | -32.2% |
| 5Y | +38.7% | -1.7% | +40.4% | +24.2% |
| 10Y | +214.6% | +141.1% | +73.5% | +6.0% |
| All | +209.8% | +549.2% | -339.4% | -61.4% |
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