+654.7%
XLB vs VALE
+2,275.1%
-1,620.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -1.4% | +1.6% | -3.0% | -1.9% |
| 30D | -0.4% | +5.1% | -5.5% | -2.1% |
| 3M | +2.0% | -0.4% | +2.4% | +1.8% |
| 6M | +1.8% | -2.2% | +4.0% | +2.0% |
| YTD | +16.6% | +20.5% | -4.0% | +8.7% |
| 1Y | +16.9% | +61.2% | -44.2% | -0.8% |
| 3Y | +32.6% | +43.1% | -10.6% | +14.7% |
| 5Y | +35.6% | +34.0% | +1.7% | +14.5% |
| 10Y | +160.0% | +469.7% | -309.6% | +19.9% |
| All | +654.7% | +2,275.1% | -1,620.4% | +98.6% |
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 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