+580.0%
XYZ vs VALE
+473.3%
+106.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.9% |
| 7D | +2.9% | +2.9% | -0.1% | +1.7% |
| 30D | +1.4% | +8.8% | -7.4% | -1.9% |
| 3M | +14.6% | +6.8% | +7.8% | +11.3% |
| 6M | +20.8% | +6.9% | +13.9% | +17.1% |
| YTD | +23.1% | +22.8% | +0.2% | +12.1% |
| 1Y | +5.6% | +61.3% | -55.6% | -13.4% |
| 3Y | +50.9% | +53.3% | -2.4% | +24.1% |
| 5Y | -68.6% | +44.9% | -113.4% | -74.5% |
| 10Y | +580.0% | +486.8% | +93.2% | +273.7% |
| All | +580.0% | +473.3% | +106.6% | +273.7% |
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