+155.1%
NEM vs VALE
+40.3%
+114.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | +7.8% | +8.6% | -0.8% | +4.3% |
| 3M | +30.2% | +2.0% | +28.2% | +29.2% |
| 6M | +9.6% | +2.1% | +7.5% | +9.1% |
| YTD | +27.8% | +20.2% | +7.6% | +20.8% |
| 1Y | +60.7% | +55.2% | +5.5% | +40.2% |
| 3Y | +245.3% | +45.9% | +199.4% | +201.9% |
| All | +155.1% | +40.3% | +114.8% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling