+489.2%
VALE vs XYL
+150.5%
+338.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -0.3% | +1.2% | -1.5% | -0.9% |
| 30D | +8.6% | -11.9% | +20.6% | +16.0% |
| 3M | +2.0% | -1.5% | +3.5% | +1.9% |
| 6M | +2.1% | -11.9% | +14.0% | +8.1% |
| YTD | +20.2% | -20.6% | +40.8% | +33.5% |
| 1Y | +55.2% | -23.5% | +78.7% | +75.8% |
| 3Y | +45.9% | +14.9% | +31.0% | +27.5% |
| 5Y | +41.4% | -15.3% | +56.7% | +44.2% |
| All | +489.2% | +150.5% | +338.8% | +189.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling