-32.6%
NKE vs VALE
+0.9%
-33.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | -8.2% | +8.6% | -16.8% | -8.7% |
| 3M | -19.1% | +2.0% | -21.1% | -18.8% |
| 6M | -32.6% | +2.1% | -34.7% | -34.3% |
| All | -32.6% | +0.9% | -33.6% | -34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling