+41.8%
VALE vs XYL
-15.8%
+57.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -0.2% | -1.2% | +1.0% | +0.2% |
| 30D | +9.7% | -13.2% | +22.9% | +14.3% |
| 3M | +5.3% | -0.2% | +5.4% | +4.7% |
| 6M | +0.5% | -12.5% | +13.0% | +4.0% |
| YTD | +20.6% | -20.9% | +41.5% | +27.9% |
| 1Y | +57.6% | -21.6% | +79.2% | +67.6% |
| 3Y | +50.6% | +16.1% | +34.4% | +41.5% |
| 5Y | +41.8% | -15.6% | +57.5% | +39.7% |
| All | +41.8% | -15.8% | +57.7% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling