+656.7%
XLB vs VALE
+1,654.5%
-997.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.5% |
| 7D | 0.0% | -1.5% | +1.5% | +0.5% |
| 30D | +5.3% | -15.6% | +20.9% | +10.9% |
| 3M | 0.0% | -19.5% | +19.5% | +6.8% |
| 6M | +1.2% | -31.9% | +33.1% | +13.7% |
| YTD | +16.9% | -11.0% | +27.9% | +19.8% |
| 1Y | +20.9% | -2.1% | +23.0% | +20.1% |
| 3Y | +43.3% | +1.4% | +41.9% | +38.3% |
| 5Y | +28.3% | +36.2% | -7.8% | +7.7% |
| 10Y | +165.3% | +206.4% | -41.1% | +50.7% |
| All | +656.7% | +1,654.5% | -997.7% | +118.7% |
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 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