+448.2%
NFLX vs VALE
+204.8%
+243.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -2.0% | -3.2% | +1.2% | -1.4% |
| 30D | -11.9% | -15.1% | +3.1% | -9.1% |
| 3M | -20.6% | -18.7% | -1.9% | -17.5% |
| 6M | -29.0% | -31.5% | +2.5% | -23.9% |
| YTD | -33.7% | -11.4% | -22.3% | -33.2% |
| 1Y | -46.2% | -1.9% | -44.3% | -47.0% |
| 3Y | +39.8% | +1.7% | +38.1% | +34.5% |
| 5Y | -9.0% | +35.4% | -44.4% | -19.5% |
| All | +448.2% | +204.8% | +243.3% | +296.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling