+176.5%
XLE vs VALE
+206.4%
-30.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.4% |
| 7D | +4.4% | -1.5% | +5.9% | +4.8% |
| 30D | -4.3% | -15.6% | +11.4% | +1.1% |
| 3M | +6.0% | -19.5% | +25.6% | +13.5% |
| 6M | +13.2% | -31.9% | +45.1% | +27.6% |
| YTD | +46.7% | -11.0% | +57.7% | +48.0% |
| 1Y | +46.6% | -2.1% | +48.7% | +42.7% |
| 3Y | +69.6% | +1.4% | +68.2% | +59.2% |
| 5Y | +166.5% | +36.2% | +130.4% | +113.8% |
| All | +176.5% | +206.4% | -30.0% | +80.1% |
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 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