+99.4%
XBI vs VALE
+45.4%
+54.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -4.6% | -0.3% | -4.4% | -4.6% |
| 30D | -2.0% | +8.6% | -10.6% | -4.4% |
| 3M | +17.8% | +2.0% | +15.8% | +16.8% |
| 6M | +23.7% | +2.1% | +21.6% | +22.3% |
| YTD | +28.2% | +20.2% | +8.0% | +20.2% |
| 1Y | +64.0% | +55.2% | +8.8% | +42.1% |
| 3Y | +99.4% | +45.9% | +53.5% | +70.1% |
| All | +99.4% | +45.4% | +54.0% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 3y: compounded portfolio wealth divided by compounded VALE 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…
3y analysis · Full analysis span regression · 6 months rolling