+667.4%
NFLX vs VALE
+528.4%
+139.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -8.1% | -0.2% | -7.9% | -8.0% |
| 30D | +1.6% | +9.7% | -8.1% | -0.3% |
| 3M | -7.3% | +5.3% | -12.6% | -8.5% |
| 6M | -21.6% | +0.5% | -22.1% | -22.2% |
| YTD | -18.9% | +20.6% | -39.5% | -23.0% |
| 1Y | -39.1% | +57.6% | -96.7% | -45.5% |
| 3Y | +71.7% | +50.6% | +21.1% | +52.6% |
| 5Y | +27.0% | +41.8% | -14.9% | +11.8% |
| All | +667.4% | +528.4% | +139.0% | +377.9% |
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