+35.0%
XLB vs VALE
+43.3%
-8.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -2.9% | -1.8% | -1.1% | -2.5% |
| 30D | -3.4% | +6.7% | -10.0% | -5.2% |
| 3M | +1.6% | +4.9% | -3.3% | +0.1% |
| 6M | +3.6% | +3.6% | +0.1% | +2.2% |
| YTD | +14.2% | +21.9% | -7.6% | +7.5% |
| 1Y | +15.6% | +61.6% | -46.0% | +0.7% |
| 3Y | +33.1% | +52.1% | -19.0% | +15.8% |
| 5Y | +35.0% | +43.2% | -8.1% | +19.6% |
| All | +35.0% | +43.3% | -8.2% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling