-25.1%
NOW vs VALE
+35.2%
-60.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +0.3% | -3.2% | +3.5% | +0.7% |
| 30D | -27.0% | -15.1% | -11.9% | -25.6% |
| 3M | -19.6% | -18.7% | -1.0% | -18.0% |
| 6M | +17.5% | -31.5% | +48.9% | +22.5% |
| YTD | -33.3% | -11.4% | -21.8% | -34.0% |
| 1Y | -39.8% | -1.9% | -38.0% | -41.7% |
| 3Y | -19.9% | +1.7% | -21.6% | -24.2% |
| All | -25.1% | +35.2% | -60.3% | -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 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