+136.8%
XLP vs VALE
+200.9%
-64.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.5% | +1.3% | -1.8% | -0.7% |
| 30D | +8.3% | -14.3% | +22.7% | +10.2% |
| 3M | +8.7% | -16.8% | +25.5% | +10.8% |
| 6M | +11.2% | -30.2% | +41.4% | +15.5% |
| YTD | +20.0% | -8.6% | +28.6% | +20.3% |
| 1Y | +21.3% | +1.6% | +19.7% | +20.1% |
| 3Y | +43.8% | +4.1% | +39.8% | +40.6% |
| 5Y | +43.3% | +38.7% | +4.6% | +31.9% |
| 10Y | +136.8% | +214.6% | -77.8% | +92.9% |
| All | +136.8% | +200.9% | -64.2% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling