+1.8%
NOK vs VALE
+2,320.2%
-2,318.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +5.6% |
| 7D | +7.3% | +2.9% | +4.3% | +6.3% |
| 30D | +13.8% | +8.8% | +5.0% | +10.7% |
| 3M | -27.0% | +6.8% | -33.8% | -28.5% |
| 6M | +37.6% | +6.9% | +30.7% | +34.5% |
| YTD | +64.6% | +22.8% | +41.8% | +53.3% |
| 1Y | +132.0% | +61.3% | +70.8% | +98.4% |
| 3Y | +183.7% | +53.3% | +130.3% | +142.0% |
| 5Y | +101.3% | +44.9% | +56.4% | +66.3% |
| 10Y | +122.4% | +486.8% | -364.4% | +1.6% |
| All | +1.8% | +2,320.2% | -2,318.4% | -78.2% |
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