+82.5%
XOP vs VALE
+306.1%
-223.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | +2.6% | +1.6% | +1.0% | +1.7% |
| 30D | +15.4% | +5.1% | +10.3% | +12.4% |
| 3M | +12.1% | -0.4% | +12.5% | +11.2% |
| 6M | +19.7% | -2.2% | +21.9% | +17.6% |
| YTD | +52.4% | +20.5% | +31.9% | +34.0% |
| 1Y | +47.6% | +61.2% | -13.6% | +11.9% |
| 3Y | +34.4% | +43.1% | -8.8% | +4.4% |
| 5Y | +154.4% | +34.0% | +120.4% | +93.7% |
| 10Y | +54.7% | +469.7% | -415.0% | -49.3% |
| All | +82.5% | +306.1% | -223.6% | -46.7% |
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