+120.2%
NEM vs VALE
+35.2%
+84.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.7% |
| 7D | -6.4% | -3.2% | -3.2% | -5.1% |
| 30D | +1.4% | -15.1% | +16.5% | +8.5% |
| 3M | -0.7% | -18.7% | +18.0% | +8.1% |
| 6M | -4.5% | -31.5% | +27.0% | +11.6% |
| YTD | +14.0% | -11.4% | +25.5% | +22.0% |
| 1Y | +27.3% | -1.9% | +29.1% | +31.5% |
| 3Y | +250.5% | +1.7% | +248.8% | +251.7% |
| All | +120.2% | +35.2% | +84.9% | +112.4% |
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