+112.5%
NET vs VALE
+34.7%
+77.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -7.0% | +1.6% | -8.6% | -7.5% |
| 30D | -4.8% | +5.1% | -9.9% | -6.4% |
| 3M | +3.8% | -0.4% | +4.2% | +3.5% |
| 6M | +50.0% | -2.2% | +52.3% | +48.9% |
| YTD | +41.5% | +20.5% | +20.9% | +29.4% |
| 1Y | +32.8% | +61.2% | -28.3% | +9.7% |
| 3Y | +335.9% | +43.1% | +292.7% | +267.1% |
| All | +112.5% | +34.7% | +77.8% | +112.0% |
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