+147.8%
XEL vs VALE
+526.3%
-378.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -3.9% | +8.6% | -12.6% | -4.7% |
| 3M | -2.8% | +2.0% | -4.8% | -3.1% |
| 6M | -5.4% | +2.1% | -7.5% | -5.8% |
| YTD | +3.8% | +20.2% | -16.5% | +1.8% |
| 1Y | +6.8% | +55.2% | -48.3% | +2.4% |
| 3Y | +45.6% | +45.9% | -0.3% | +39.5% |
| 5Y | +30.7% | +41.4% | -10.7% | +23.9% |
| All | +147.8% | +526.3% | -378.5% | +92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling