+24.3%
XLP vs VALE
+3.0%
+21.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.1% | -0.7% | +3.2% |
| 7D | +5.9% | -0.3% | +6.2% | +5.8% |
| 30D | +13.5% | -19.2% | +32.7% | +13.9% |
| 3M | +8.4% | -20.7% | +29.1% | +8.8% |
| 6M | +11.5% | -25.8% | +37.3% | +12.3% |
| YTD | +20.6% | -9.8% | +30.4% | +20.6% |
| 1Y | +24.3% | +3.7% | +20.6% | +23.3% |
| All | +24.3% | +3.0% | +21.3% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling