+661.7%
NEM vs VALE
+2,320.2%
-1,658.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.3% |
| 7D | +3.9% | +2.9% | +0.9% | +2.9% |
| 30D | +12.7% | +8.8% | +3.9% | +9.9% |
| 3M | +28.7% | +6.8% | +21.9% | +26.4% |
| 6M | +9.8% | +6.9% | +2.9% | +8.0% |
| YTD | +28.1% | +22.8% | +5.3% | +21.4% |
| 1Y | +69.3% | +61.3% | +8.1% | +48.8% |
| 3Y | +247.7% | +53.3% | +194.4% | +206.6% |
| 5Y | +153.4% | +44.9% | +108.5% | +119.2% |
| 10Y | +291.3% | +486.8% | -195.5% | +93.1% |
| All | +661.7% | +2,320.2% | -1,658.5% | +158.2% |
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