+28.4%
XLY vs VALE
+40.3%
-11.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | -4.2% | +8.6% | -12.8% | -5.9% |
| 3M | -2.7% | +2.0% | -4.7% | -3.3% |
| 6M | -0.6% | +2.1% | -2.8% | -1.5% |
| YTD | -5.0% | +20.2% | -25.2% | -9.4% |
| 1Y | -4.1% | +55.2% | -59.3% | -13.4% |
| 3Y | +33.6% | +45.9% | -12.3% | +20.2% |
| All | +28.4% | +40.3% | -11.9% | +21.6% |
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