+42.7%
XLP vs VALE
+36.6%
+6.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.2% |
| 7D | -0.2% | -1.5% | +1.3% | -0.1% |
| 30D | +8.2% | -15.6% | +23.8% | +9.4% |
| 3M | +7.7% | -19.5% | +27.3% | +9.3% |
| 6M | +9.3% | -31.9% | +41.2% | +12.2% |
| YTD | +19.5% | -11.0% | +30.4% | +19.8% |
| 1Y | +21.0% | -2.1% | +23.1% | +20.3% |
| 3Y | +43.2% | +1.4% | +41.8% | +40.7% |
| 5Y | +42.7% | +36.2% | +6.6% | +34.5% |
| All | +42.7% | +36.6% | +6.1% | +34.5% |
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