-39.3%
NFLX vs VALE
+3.0%
-42.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.1% | +0.6% | +4.8% |
| 7D | +7.1% | -0.3% | +7.4% | +7.0% |
| 30D | -1.6% | -19.2% | +17.6% | -2.6% |
| 3M | -9.8% | -20.7% | +11.0% | -10.7% |
| 6M | -27.1% | -25.8% | -1.3% | -27.9% |
| YTD | -29.2% | -9.8% | -19.4% | -32.1% |
| 1Y | -39.3% | +3.7% | -42.9% | -43.3% |
| All | -39.3% | +3.0% | -42.2% | -43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling