+555.9%
XYZ vs VALE
+518.7%
+37.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.2% | +1.3% | -3.5% | -2.6% |
| 30D | +11.6% | -14.3% | +25.9% | +17.3% |
| 3M | +8.4% | -16.8% | +25.2% | +14.8% |
| 6M | +17.2% | -30.2% | +47.4% | +30.9% |
| YTD | +31.7% | -8.6% | +40.3% | +33.6% |
| 1Y | +30.1% | +1.6% | +28.4% | +27.3% |
| 3Y | +66.4% | +4.1% | +62.4% | +59.4% |
| 5Y | -62.2% | +38.7% | -100.8% | -67.6% |
| 10Y | +621.5% | +214.6% | +406.9% | +390.9% |
| All | +555.9% | +518.7% | +37.1% | +261.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling