+895.4%
XLI vs VALE
+2,320.2%
-1,424.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.0% |
| 7D | +1.0% | +2.9% | -1.9% | +0.2% |
| 30D | -5.8% | +8.8% | -14.6% | -7.9% |
| 3M | +0.7% | +6.8% | -6.1% | -1.2% |
| 6M | +3.2% | +6.9% | -3.7% | +1.0% |
| YTD | +13.0% | +22.8% | -9.8% | +6.4% |
| 1Y | +16.8% | +61.3% | -44.5% | +2.6% |
| 3Y | +72.4% | +53.3% | +19.1% | +50.9% |
| 5Y | +82.8% | +44.9% | +37.9% | +55.8% |
| 10Y | +252.4% | +486.8% | -234.3% | +92.6% |
| All | +895.4% | +2,320.2% | -1,424.8% | +245.0% |
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