-49.7%
NRG vs VALE
+3.0%
-52.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +4.1% | -17.6% | -14.8% |
| 7D | -13.7% | -0.3% | -13.4% | -13.7% |
| 30D | -13.6% | -19.2% | +5.7% | -6.1% |
| 3M | -28.5% | -20.7% | -7.8% | -21.9% |
| 6M | -45.8% | -25.8% | -20.0% | -39.1% |
| YTD | -46.9% | -9.8% | -37.2% | -45.4% |
| 1Y | -49.7% | +3.7% | -53.4% | -53.4% |
| All | -49.7% | +3.0% | -52.7% | -53.4% |
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