+148.7%
XLK vs VALE
+40.3%
+108.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -0.6% | +8.6% | -9.3% | -2.5% |
| 3M | +2.6% | +2.0% | +0.6% | +2.0% |
| 6M | +34.0% | +2.1% | +31.8% | +33.1% |
| YTD | +30.7% | +20.2% | +10.5% | +25.3% |
| 1Y | +39.2% | +55.2% | -16.0% | +26.7% |
| 3Y | +120.4% | +45.9% | +74.5% | +99.3% |
| All | +148.7% | +40.3% | +108.4% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling