+41.6%
XLE vs VALE
+1.7%
+39.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.4% |
| 7D | -6.7% | +5.5% | -12.2% | -6.7% |
| 30D | -4.4% | -15.0% | +10.6% | -4.4% |
| 3M | +4.0% | -20.0% | +24.0% | +4.1% |
| 6M | +13.2% | -28.4% | +41.5% | +13.3% |
| YTD | +41.9% | -8.6% | +50.5% | +35.8% |
| 1Y | +41.6% | +2.0% | +39.7% | +31.9% |
| All | +41.6% | +1.7% | +39.9% | +31.9% |
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 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