+103.1%
XLP vs VALE
+475.8%
-372.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.0% | +1.6% | -2.6% | -1.2% |
| 30D | -0.9% | +5.1% | -6.0% | -1.5% |
| 3M | +3.8% | -0.4% | +4.2% | +3.7% |
| 6M | -1.7% | -2.2% | +0.5% | -1.8% |
| YTD | +10.3% | +20.5% | -10.3% | +7.2% |
| 1Y | +7.8% | +61.2% | -53.4% | +1.1% |
| 3Y | +27.2% | +43.1% | -15.9% | +19.9% |
| 5Y | +32.5% | +34.0% | -1.4% | +23.5% |
| All | +103.1% | +475.8% | -372.7% | +49.1% |
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