+598.2%
XLU vs VALE
+2,276.6%
-1,678.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.8% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -2.5% | +9.7% | -12.3% | -3.9% |
| 3M | -2.7% | +5.3% | -8.0% | -3.7% |
| 6M | -7.5% | +0.5% | -8.0% | -7.9% |
| YTD | +0.9% | +20.6% | -19.7% | -2.5% |
| 1Y | +3.3% | +57.6% | -54.3% | -4.3% |
| 3Y | +47.3% | +50.6% | -3.2% | +36.1% |
| 5Y | +44.4% | +41.8% | +2.6% | +31.3% |
| 10Y | +140.8% | +515.1% | -374.3% | +60.3% |
| All | +598.2% | +2,276.6% | -1,678.4% | +205.8% |
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