+244.8%
NEE vs VALE
+526.3%
-281.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | -1.3% | -0.3% | -1.1% | -1.3% |
| 30D | -3.3% | +8.6% | -12.0% | -4.4% |
| 3M | -2.3% | +2.0% | -4.2% | -2.6% |
| 6M | -8.9% | +2.1% | -11.0% | -9.4% |
| YTD | +4.8% | +20.2% | -15.5% | +1.8% |
| 1Y | +18.7% | +55.2% | -36.4% | +11.5% |
| 3Y | +33.2% | +45.9% | -12.6% | +25.1% |
| 5Y | +10.9% | +41.4% | -30.5% | +2.7% |
| All | +244.8% | +526.3% | -281.5% | +151.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling