+33.8%
NEE vs VALE
+47.4%
-13.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -0.5% | -1.8% | +1.3% | -0.2% |
| 30D | -1.7% | +6.7% | -8.3% | -3.0% |
| 3M | -1.8% | +4.9% | -6.7% | -3.0% |
| 6M | -8.8% | +3.6% | -12.4% | -10.0% |
| YTD | +5.2% | +21.9% | -16.7% | -0.3% |
| 1Y | +21.3% | +61.6% | -40.2% | +7.2% |
| All | +33.8% | +47.4% | -13.6% | +15.9% |
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