+164.2%
XLB vs VALE
+204.8%
-40.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +0.5% | -3.2% | +3.7% | +1.5% |
| 30D | +5.2% | -15.1% | +20.2% | +10.0% |
| 3M | +0.3% | -18.7% | +19.0% | +6.1% |
| 6M | +1.2% | -31.5% | +32.6% | +12.1% |
| YTD | +16.6% | -11.4% | +28.1% | +19.5% |
| 1Y | +21.4% | -1.9% | +23.3% | +20.7% |
| 3Y | +43.2% | +1.7% | +41.5% | +38.7% |
| 5Y | +28.0% | +35.4% | -7.4% | +10.0% |
| All | +164.2% | +204.8% | -40.7% | +83.2% |
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