+584.9%
XYZ vs VALE
+204.8%
+380.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.4% | +3.0% |
| 7D | -1.1% | -3.2% | +2.1% | +0.2% |
| 30D | +11.5% | -15.1% | +26.6% | +18.6% |
| 3M | +1.8% | -18.7% | +20.5% | +9.8% |
| 6M | +21.2% | -31.5% | +52.7% | +39.0% |
| YTD | +29.9% | -11.4% | +41.4% | +33.5% |
| 1Y | +35.8% | -1.9% | +37.6% | +33.8% |
| 3Y | +62.6% | +1.7% | +60.9% | +55.4% |
| 5Y | -62.8% | +35.4% | -98.2% | -69.1% |
| All | +584.9% | +204.8% | +380.0% | +345.7% |
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