+37.8%
VALE vs XYL
-23.3%
+61.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -3.2% | -3.7% | +0.5% | -2.1% |
| 30D | -15.1% | -8.3% | -6.7% | -13.4% |
| 3M | -18.7% | -21.4% | +2.7% | -13.3% |
| 6M | -31.5% | -12.9% | -18.5% | -29.5% |
| YTD | -11.4% | -30.1% | +18.6% | -3.1% |
| 1Y | -1.9% | -35.2% | +33.3% | +9.9% |
| 3Y | +1.7% | -0.8% | +2.5% | -0.8% |
| All | +37.8% | -23.3% | +61.2% | +49.6% |
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