+45.4%
XEL vs VALE
+45.8%
-0.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -2.9% | +9.7% | -12.6% | -3.9% |
| 3M | -2.7% | +5.3% | -8.0% | -3.3% |
| 6M | -6.5% | +0.5% | -7.1% | -6.8% |
| YTD | +3.6% | +20.6% | -17.0% | +1.0% |
| 1Y | +7.5% | +57.6% | -50.1% | +1.4% |
| All | +45.4% | +45.8% | -0.4% | +37.6% |
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