+44.9%
XLB vs VALE
+4.4%
+40.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.8% |
| 7D | +0.5% | +5.5% | -5.0% | -1.2% |
| 30D | +6.9% | -15.0% | +21.9% | +12.3% |
| 3M | -0.2% | -20.0% | +19.8% | +6.7% |
| 6M | +3.3% | -28.4% | +31.7% | +14.1% |
| YTD | +18.0% | -8.6% | +26.6% | +19.7% |
| 1Y | +24.2% | +2.0% | +22.3% | +21.4% |
| All | +44.9% | +4.4% | +40.5% | +35.7% |
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