+2,292.2%
NEE vs VALE
+2,275.1%
+17.2%
-47.8%
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% | -0.7% |
| 7D | +1.9% | +1.6% | +0.3% | +1.7% |
| 30D | -2.2% | +5.1% | -7.3% | -3.0% |
| 3M | -1.2% | -0.4% | -0.8% | -1.3% |
| 6M | -8.6% | -2.2% | -6.4% | -8.6% |
| YTD | +6.2% | +20.5% | -14.3% | +2.5% |
| 1Y | +21.1% | +61.2% | -40.1% | +11.6% |
| 3Y | +36.4% | +43.1% | -6.7% | +26.9% |
| 5Y | +11.4% | +34.0% | -22.6% | +2.0% |
| 10Y | +250.0% | +469.7% | -219.7% | +134.3% |
| All | +2,292.2% | +2,275.1% | +17.2% | +1,086.7% |
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