+169.4%
XLV vs VALE
+526.3%
-357.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | -1.8% | +8.6% | -10.5% | -3.1% |
| 3M | +7.8% | +2.0% | +5.8% | +7.3% |
| 6M | +9.1% | +2.1% | +7.0% | +8.3% |
| YTD | +7.7% | +20.2% | -12.5% | +4.0% |
| 1Y | +20.4% | +55.2% | -34.7% | +11.7% |
| 3Y | +30.8% | +45.9% | -15.1% | +21.1% |
| 5Y | +34.6% | +41.4% | -6.8% | +22.1% |
| All | +169.4% | +526.3% | -357.0% | +88.0% |
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