+656.9%
XEL vs VALE
+2,320.2%
-1,663.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.3% |
| 7D | +1.3% | +2.9% | -1.6% | +0.9% |
| 30D | -1.5% | +8.8% | -10.3% | -2.6% |
| 3M | -0.2% | +6.8% | -7.0% | -1.2% |
| 6M | -5.4% | +6.9% | -12.3% | -6.5% |
| YTD | +5.6% | +22.8% | -17.2% | +2.5% |
| 1Y | +10.5% | +61.3% | -50.8% | +3.5% |
| 3Y | +49.2% | +53.3% | -4.1% | +39.4% |
| 5Y | +30.1% | +44.9% | -14.7% | +19.8% |
| 10Y | +146.7% | +486.8% | -340.1% | +75.6% |
| All | +656.9% | +2,320.2% | -1,663.3% | +138.3% |
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