+65,302.9%
NFLX vs VALE
+2,191.1%
+63,111.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.1% | -5.3% |
| 7D | -4.2% | +1.6% | -5.8% | -4.6% |
| 30D | +5.5% | +5.1% | +0.3% | +4.2% |
| 3M | -4.1% | -0.4% | -3.7% | -4.3% |
| 6M | -20.7% | -2.2% | -18.5% | -20.9% |
| YTD | -16.5% | +20.5% | -37.1% | -21.2% |
| 1Y | -37.8% | +61.2% | -99.0% | -45.3% |
| 3Y | +77.9% | +43.1% | +34.8% | +57.8% |
| 5Y | +32.5% | +34.0% | -1.4% | +15.9% |
| 10Y | +703.6% | +469.7% | +233.9% | +346.6% |
| All | +65,302.9% | +2,191.1% | +63,111.8% | +13,399.3% |
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 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