+181.3%
XLE vs VALE
+493.0%
-311.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +0.3% | -1.8% | +2.2% | +0.9% |
| 30D | +8.5% | +6.7% | +1.9% | +6.0% |
| 3M | +14.6% | +4.9% | +9.7% | +12.1% |
| 6M | +17.6% | +3.6% | +14.0% | +14.3% |
| YTD | +48.1% | +21.9% | +26.2% | +35.0% |
| 1Y | +53.8% | +61.6% | -7.8% | +26.2% |
| 3Y | +56.2% | +52.1% | +4.1% | +27.6% |
| 5Y | +227.7% | +43.2% | +184.5% | +162.5% |
| 10Y | +181.3% | +521.5% | -340.2% | +39.9% |
| All | +181.3% | +493.0% | -311.7% | +39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling