+731.5%
XOM vs VALE
+2,301.5%
-1,570.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | 0.0% | -1.8% | +1.9% | +0.6% |
| 30D | +3.4% | +6.7% | -3.2% | +1.5% |
| 3M | +11.0% | +4.9% | +6.1% | +9.1% |
| 6M | +10.6% | +3.6% | +7.0% | +8.1% |
| YTD | +39.2% | +21.9% | +17.3% | +29.4% |
| 1Y | +52.7% | +61.6% | -8.8% | +30.8% |
| 3Y | +56.8% | +52.1% | +4.6% | +33.7% |
| 5Y | +261.8% | +43.2% | +218.6% | +204.6% |
| 10Y | +191.3% | +521.5% | -330.2% | +50.4% |
| All | +731.5% | +2,301.5% | -1,570.0% | +202.7% |
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