+536.8%
XLP vs VALE
+1,702.7%
-1,165.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.4% |
| 7D | +0.7% | +1.8% | -1.0% | +0.5% |
| 30D | +10.3% | -14.8% | +25.1% | +12.3% |
| 3M | +6.5% | -19.0% | +25.6% | +9.0% |
| 6M | +8.4% | -27.7% | +36.1% | +12.2% |
| YTD | +18.2% | -8.5% | +26.7% | +18.6% |
| 1Y | +22.4% | +2.6% | +19.8% | +21.1% |
| 3Y | +41.9% | +4.0% | +37.9% | +39.0% |
| 5Y | +40.9% | +51.2% | -10.4% | +29.2% |
| 10Y | +128.4% | +263.0% | -134.7% | +78.8% |
| All | +536.8% | +1,702.7% | -1,165.9% | +288.4% |
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