+40.7%
XLC vs VALE
+35.2%
+5.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +3.7% | -3.2% | +6.9% | +4.3% |
| 30D | -1.9% | -15.1% | +13.1% | +0.6% |
| 3M | -3.1% | -18.7% | +15.6% | -0.1% |
| 6M | -6.4% | -31.5% | +25.1% | -0.8% |
| YTD | -6.8% | -11.4% | +4.6% | -6.2% |
| 1Y | -1.7% | -1.9% | +0.2% | -2.9% |
| 3Y | +64.7% | +1.7% | +63.0% | +59.0% |
| All | +40.7% | +35.2% | +5.5% | +26.4% |
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