+72.6%
XYZ vs VALE
+3.9%
+68.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | +12.1% | +1.8% | +10.4% | +11.5% |
| 30D | +12.4% | -14.8% | +27.2% | +18.7% |
| 3M | +8.2% | -19.0% | +27.2% | +16.0% |
| 6M | +20.7% | -27.7% | +48.4% | +34.6% |
| YTD | +31.3% | -8.5% | +39.8% | +31.4% |
| 1Y | +20.5% | +2.6% | +17.9% | +14.5% |
| 3Y | +72.6% | +4.0% | +68.6% | +61.9% |
| All | +72.6% | +3.9% | +68.7% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling