+910.3%
XBI vs VALE
+273.4%
+636.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | -0.8% | +9.7% | -10.5% | -2.9% |
| 3M | +21.8% | +5.3% | +16.6% | +20.1% |
| 6M | +23.2% | +0.5% | +22.6% | +22.6% |
| YTD | +28.7% | +20.6% | +8.1% | +22.5% |
| 1Y | +67.8% | +57.6% | +10.2% | +49.9% |
| 3Y | +100.6% | +50.6% | +50.1% | +78.9% |
| 5Y | +19.8% | +41.8% | -22.0% | +4.7% |
| 10Y | +159.7% | +515.1% | -355.3% | +49.5% |
| All | +910.3% | +273.4% | +636.9% | +396.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling