+140.9%
NOK vs VALE
+57.8%
+83.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | +11.0% | -0.3% | +11.2% | +11.1% |
| 30D | +7.8% | +8.6% | -0.8% | +5.0% |
| 3M | -21.0% | +2.0% | -23.0% | -21.5% |
| 6M | +40.9% | +2.1% | +38.8% | +39.3% |
| YTD | +72.0% | +20.2% | +51.8% | +63.8% |
| 1Y | +140.9% | +55.2% | +85.7% | +122.1% |
| All | +140.9% | +57.8% | +83.1% | +122.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling