-5.8%
XLC vs VALE
+3.0%
-8.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +3.2% |
| 7D | +1.8% | -0.3% | +2.1% | +1.7% |
| 30D | -6.0% | -19.2% | +13.3% | -4.7% |
| 3M | -6.0% | -20.7% | +14.7% | -4.8% |
| 6M | -9.1% | -25.8% | +16.7% | -7.3% |
| YTD | -10.0% | -9.8% | -0.2% | -9.4% |
| 1Y | -5.8% | +3.7% | -9.5% | -8.7% |
| All | -5.8% | +3.0% | -8.8% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling