+638.0%
XYZ vs VALE
+223.9%
+414.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +2.4% |
| 7D | +14.9% | +5.6% | +9.3% | +12.7% |
| 30D | +14.7% | -12.1% | +26.8% | +20.3% |
| 3M | +12.1% | -16.3% | +28.4% | +19.4% |
| 6M | +18.3% | -26.0% | +44.3% | +31.6% |
| YTD | +36.1% | -5.5% | +41.6% | +36.3% |
| 1Y | +35.3% | +6.7% | +28.6% | +29.2% |
| 3Y | +73.5% | +10.2% | +63.3% | +60.8% |
| 5Y | -61.6% | +49.7% | -111.4% | -69.3% |
| 10Y | +638.0% | +222.3% | +415.7% | +377.9% |
| All | +638.0% | +223.9% | +414.1% | +377.9% |
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