+28.0%
XYZ vs VALE
+1.8%
+26.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +12.1% | +1.8% | +10.4% | +11.6% |
| 30D | +12.4% | -14.8% | +27.2% | +16.1% |
| 3M | +8.2% | -19.0% | +27.2% | +12.9% |
| 6M | +20.7% | -27.7% | +48.4% | +29.5% |
| YTD | +31.3% | -8.5% | +39.8% | +31.4% |
| All | +28.0% | +1.8% | +26.2% | +22.6% |
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