+54.7%
XLE vs VALE
+49.2%
+5.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +2.2% | +1.6% | +0.6% | +2.0% |
| 30D | +11.8% | +5.1% | +6.7% | +10.9% |
| 3M | +9.8% | -0.4% | +10.2% | +9.8% |
| 6M | +15.6% | -2.2% | +17.8% | +15.2% |
| YTD | +45.3% | +20.5% | +24.7% | +37.5% |
| 1Y | +48.3% | +61.2% | -12.9% | +30.9% |
| All | +54.7% | +49.2% | +5.5% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling