+544.7%
NKE vs VALE
+2,301.5%
-1,756.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -2.3% | -1.8% | -0.5% | -2.0% |
| 30D | -10.4% | +6.7% | -17.0% | -11.6% |
| 3M | -15.5% | +4.9% | -20.4% | -16.6% |
| 6M | -32.6% | +3.6% | -36.2% | -33.5% |
| YTD | -39.8% | +21.9% | -61.7% | -42.9% |
| 1Y | -47.6% | +61.6% | -109.1% | -53.1% |
| 3Y | -59.0% | +52.1% | -111.1% | -63.2% |
| 5Y | -74.9% | +43.2% | -118.1% | -77.8% |
| 10Y | -21.9% | +521.5% | -543.4% | -51.6% |
| All | +544.7% | +2,301.5% | -1,756.8% | +153.1% |
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