+102.8%
NOK vs VALE
+40.1%
+62.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +8.7% | -0.2% | +8.9% | +8.8% |
| 30D | +12.5% | +9.7% | +2.8% | +10.0% |
| 3M | -20.7% | +5.3% | -26.0% | -21.7% |
| 6M | +36.2% | +0.5% | +35.6% | +35.7% |
| YTD | +64.1% | +20.6% | +43.5% | +56.4% |
| 1Y | +132.4% | +57.6% | +74.8% | +108.5% |
| 3Y | +182.9% | +50.6% | +132.3% | +152.5% |
| 5Y | +102.8% | +41.8% | +60.9% | +89.7% |
| All | +102.8% | +40.1% | +62.7% | +89.7% |
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