+11.4%
NEE vs VALE
+3.0%
+8.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +4.4% |
| 7D | +9.2% | -0.3% | +9.5% | +9.1% |
| 30D | +16.0% | -19.2% | +35.2% | +18.7% |
| 3M | +2.2% | -20.7% | +22.9% | +4.8% |
| 6M | -6.0% | -25.8% | +19.8% | -2.9% |
| YTD | +12.6% | -9.8% | +22.4% | +13.8% |
| 1Y | +11.4% | +3.7% | +7.7% | +11.1% |
| All | +11.4% | +3.0% | +8.4% | +11.1% |
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