+2,158.3%
XLK vs VALE
+2,276.6%
-118.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -0.5% | +9.7% | -10.2% | -2.8% |
| 3M | +5.0% | +5.3% | -0.3% | +3.5% |
| 6M | +32.9% | +0.5% | +32.3% | +32.3% |
| YTD | +29.0% | +20.6% | +8.4% | +22.4% |
| 1Y | +37.8% | +57.6% | -19.8% | +22.5% |
| 3Y | +118.7% | +50.6% | +68.1% | +93.9% |
| 5Y | +145.6% | +41.8% | +103.7% | +112.5% |
| 10Y | +791.5% | +515.1% | +276.4% | +398.2% |
| All | +2,158.3% | +2,276.6% | -118.3% | +532.6% |
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