+533.2%
XYZ vs VALE
+715.9%
-182.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | -1.0% | +1.6% | -2.6% | -1.5% |
| 30D | -1.7% | +5.1% | -6.8% | -3.4% |
| 3M | +16.7% | -0.4% | +17.2% | +16.5% |
| 6M | +26.9% | -2.2% | +29.1% | +27.1% |
| YTD | +27.1% | +20.5% | +6.6% | +18.2% |
| 1Y | +9.3% | +61.2% | -51.9% | -7.9% |
| 3Y | +42.3% | +43.1% | -0.9% | +23.1% |
| 5Y | -69.3% | +34.0% | -103.3% | -73.6% |
| 10Y | +586.8% | +469.7% | +117.1% | +303.2% |
| All | +533.2% | +715.9% | -182.7% | +220.0% |
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