+153.3%
XOP vs VALE
+40.3%
+113.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | +9.6% | +8.6% | +1.0% | +6.6% |
| 3M | +20.4% | +2.0% | +18.4% | +19.1% |
| 6M | +19.9% | +2.1% | +17.8% | +17.0% |
| YTD | +56.4% | +20.2% | +36.2% | +42.0% |
| 1Y | +52.4% | +55.2% | -2.7% | +24.8% |
| 3Y | +39.9% | +45.9% | -6.0% | +14.3% |
| All | +153.3% | +40.3% | +113.0% | +111.0% |
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 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