+51.7%
XOP vs VALE
+204.8%
-153.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.2% |
| 7D | +6.3% | -3.2% | +9.5% | +7.7% |
| 30D | -6.6% | -15.1% | +8.5% | -0.1% |
| 3M | +3.6% | -18.7% | +22.2% | +12.4% |
| 6M | +10.8% | -31.5% | +42.2% | +28.5% |
| YTD | +48.3% | -11.4% | +59.7% | +49.2% |
| 1Y | +42.9% | -1.9% | +44.8% | +36.7% |
| 3Y | +43.3% | +1.7% | +41.6% | +31.1% |
| 5Y | +94.0% | +35.4% | +58.5% | +45.5% |
| All | +51.7% | +204.8% | -153.2% | -10.7% |
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 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