+163.9%
XLE vs VALE
+206.6%
-42.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.5% |
| 7D | -6.7% | +5.5% | -12.2% | -8.5% |
| 30D | -4.4% | -15.0% | +10.6% | +0.7% |
| 3M | +4.0% | -20.0% | +24.0% | +11.5% |
| 6M | +13.2% | -28.4% | +41.5% | +25.4% |
| YTD | +41.9% | -8.6% | +50.5% | +41.9% |
| 1Y | +41.6% | +2.0% | +39.7% | +35.9% |
| 3Y | +64.0% | +4.1% | +59.9% | +52.6% |
| 5Y | +158.1% | +46.4% | +111.7% | +101.5% |
| 10Y | +163.9% | +202.4% | -38.5% | +68.8% |
| All | +163.9% | +206.6% | -42.7% | +68.8% |
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