+1,972.6%
NOW vs VALE
+47.4%
+1,925.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -3.0% | +1.8% | -4.8% | -3.3% |
| 30D | -26.0% | -14.8% | -11.2% | -24.1% |
| 3M | -13.1% | -19.0% | +5.9% | -10.4% |
| 6M | +14.5% | -27.7% | +42.2% | +19.8% |
| YTD | -33.4% | -8.5% | -24.9% | -33.6% |
| 1Y | -40.6% | +2.6% | -43.3% | -42.0% |
| 3Y | -16.3% | +4.0% | -20.3% | -19.3% |
| 5Y | -26.3% | +51.2% | -77.5% | -34.7% |
| 10Y | +512.7% | +263.0% | +249.7% | +367.2% |
| All | +1,972.6% | +47.4% | +1,925.1% | +1,542.7% |
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 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