+61.2%
VALE vs XYL
-23.4%
+84.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.2% |
| 7D | +1.6% | -5.0% | +6.6% | +2.7% |
| 30D | +5.1% | -13.2% | +18.3% | +8.4% |
| 3M | -0.4% | -3.7% | +3.3% | -0.8% |
| 6M | -2.2% | -17.7% | +15.5% | +0.5% |
| YTD | +20.5% | -21.5% | +42.1% | +21.7% |
| 1Y | +61.2% | -24.5% | +85.7% | +66.7% |
| All | +61.2% | -23.4% | +84.6% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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