+323.3%
XLF vs VALE
+2,320.2%
-1,996.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.9% |
| 7D | +0.2% | +2.9% | -2.7% | -0.7% |
| 30D | -0.5% | +8.8% | -9.3% | -3.2% |
| 3M | +10.6% | +6.8% | +3.9% | +8.1% |
| 6M | +14.3% | +6.9% | +7.4% | +11.1% |
| YTD | +5.5% | +22.8% | -17.3% | -2.3% |
| 1Y | +9.6% | +61.3% | -51.7% | -6.8% |
| 3Y | +75.2% | +53.3% | +21.9% | +47.9% |
| 5Y | +65.5% | +44.9% | +20.7% | +35.1% |
| 10Y | +246.4% | +486.8% | -240.3% | +61.3% |
| All | +323.3% | +2,320.2% | -1,996.9% | +33.7% |
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