-74.7%
NKE vs VALE
+40.3%
-115.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | -8.2% | +8.6% | -16.8% | -10.0% |
| 3M | -19.1% | +2.0% | -21.1% | -19.7% |
| 6M | -32.6% | +2.1% | -34.7% | -33.4% |
| YTD | -40.7% | +20.2% | -60.9% | -44.2% |
| 1Y | -48.9% | +55.2% | -104.0% | -55.0% |
| 3Y | -59.2% | +45.9% | -105.1% | -64.2% |
| All | -74.7% | +40.3% | -115.0% | -76.0% |
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