+192.9%
XOM vs VALE
+526.3%
-333.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | +4.6% | +8.6% | -4.1% | +2.0% |
| 3M | +14.0% | +2.0% | +12.0% | +12.8% |
| 6M | +11.0% | +2.1% | +8.8% | +8.8% |
| YTD | +40.7% | +20.2% | +20.5% | +30.6% |
| 1Y | +52.3% | +55.2% | -2.8% | +30.5% |
| 3Y | +60.5% | +45.9% | +14.6% | +36.9% |
| 5Y | +266.4% | +41.4% | +225.0% | +204.8% |
| All | +192.9% | +526.3% | -333.4% | +66.2% |
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