+578.0%
NEM vs VALE
+1,645.1%
-1,067.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | -6.4% | -3.2% | -3.2% | -5.5% |
| 30D | +1.4% | -15.1% | +16.5% | +6.3% |
| 3M | -0.7% | -18.7% | +18.0% | +5.4% |
| 6M | -4.5% | -31.5% | +27.0% | +6.8% |
| YTD | +14.0% | -11.4% | +25.5% | +18.9% |
| 1Y | +27.3% | -1.9% | +29.1% | +28.9% |
| 3Y | +250.5% | +1.7% | +248.8% | +248.3% |
| 5Y | +121.1% | +35.4% | +85.6% | +96.6% |
| 10Y | +358.3% | +204.8% | +153.5% | +177.2% |
| All | +578.0% | +1,645.1% | -1,067.1% | +152.8% |
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