+20.7%
XYZ vs VALE
+3.0%
+17.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.1% | +11.2% | +14.2% |
| 7D | +16.5% | -0.3% | +16.9% | +16.5% |
| 30D | +15.0% | -19.2% | +34.2% | +20.5% |
| 3M | +3.5% | -20.7% | +24.3% | +8.9% |
| 6M | +21.9% | -25.8% | +47.7% | +30.6% |
| YTD | +34.6% | -9.8% | +44.4% | +31.5% |
| 1Y | +20.7% | +3.7% | +17.1% | +4.4% |
| All | +20.7% | +3.0% | +17.8% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling