+753.3%
XLE vs VALE
+2,275.1%
-1,521.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +2.2% | +1.6% | +0.6% | +1.6% |
| 30D | +11.8% | +5.1% | +6.7% | +9.5% |
| 3M | +9.8% | -0.4% | +10.2% | +9.3% |
| 6M | +15.6% | -2.2% | +17.8% | +14.5% |
| YTD | +45.3% | +20.5% | +24.7% | +32.3% |
| 1Y | +48.3% | +61.2% | -12.9% | +20.8% |
| 3Y | +55.4% | +43.1% | +12.3% | +28.7% |
| 5Y | +216.1% | +34.0% | +182.1% | +157.1% |
| 10Y | +178.4% | +469.7% | -291.3% | +16.8% |
| All | +753.3% | +2,275.1% | -1,521.7% | +155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling