+68.7%
XLC vs VALE
+47.4%
+21.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -1.4% | -1.8% | +0.4% | -1.1% |
| 30D | -0.9% | +6.7% | -7.5% | -2.1% |
| 3M | -0.3% | +4.9% | -5.2% | -1.3% |
| 6M | -5.2% | +3.6% | -8.8% | -6.2% |
| YTD | -5.3% | +21.9% | -27.2% | -10.0% |
| 1Y | -2.8% | +61.6% | -64.4% | -13.6% |
| All | +68.7% | +47.4% | +21.3% | +48.6% |
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 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