+49.9%
XLE vs VALE
+3.0%
+46.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.1% | -8.8% | -4.7% |
| 7D | -7.2% | -0.3% | -6.9% | -7.1% |
| 30D | +0.1% | -19.2% | +19.3% | +0.1% |
| 3M | +9.2% | -20.7% | +29.9% | +9.2% |
| 6M | +8.4% | -25.8% | +34.1% | +8.5% |
| YTD | +44.9% | -9.8% | +54.7% | +39.6% |
| 1Y | +49.9% | +3.7% | +46.2% | +40.1% |
| All | +49.9% | +3.0% | +46.9% | +40.1% |
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