+1,065.2%
NRG vs VALE
+526.3%
+538.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -4.7% | -0.3% | -4.4% | -4.6% |
| 30D | -6.0% | +8.6% | -14.6% | -8.0% |
| 3M | -8.0% | +2.0% | -9.9% | -8.6% |
| 6M | -23.2% | +2.1% | -25.3% | -23.7% |
| YTD | -28.1% | +20.2% | -48.3% | -31.5% |
| 1Y | -27.3% | +55.2% | -82.4% | -35.0% |
| 3Y | +208.7% | +45.9% | +162.8% | +176.0% |
| 5Y | +197.7% | +41.4% | +156.3% | +157.6% |
| All | +1,065.2% | +526.3% | +538.8% | +472.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling