+135.9%
XLU vs VALE
+526.3%
-390.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -3.3% | +8.6% | -11.9% | -4.3% |
| 3M | -3.2% | +2.0% | -5.1% | -3.5% |
| 6M | -7.0% | +2.1% | -9.1% | -7.5% |
| YTD | +0.6% | +20.2% | -19.6% | -2.1% |
| 1Y | +2.4% | +55.2% | -52.7% | -3.4% |
| 3Y | +46.3% | +45.9% | +0.4% | +37.8% |
| 5Y | +44.0% | +41.4% | +2.6% | +33.8% |
| All | +135.9% | +526.3% | -390.5% | +74.5% |
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 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