+725.7%
XLE vs VALE
+1,702.7%
-977.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -12.0% | +1.8% | -13.8% | -12.7% |
| 30D | -2.7% | -14.8% | +12.1% | +2.9% |
| 3M | +6.6% | -19.0% | +25.6% | +14.4% |
| 6M | +9.5% | -27.7% | +37.2% | +21.9% |
| YTD | +40.6% | -8.5% | +49.1% | +41.1% |
| 1Y | +43.6% | +2.6% | +41.0% | +37.8% |
| 3Y | +58.1% | +4.0% | +54.0% | +47.4% |
| 5Y | +152.2% | +51.2% | +101.0% | +95.1% |
| 10Y | +172.9% | +263.0% | -90.1% | +35.7% |
| All | +725.7% | +1,702.7% | -977.0% | +172.7% |
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 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