+1,464.0%
NRG vs VALE
+1,179.8%
+284.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | -6.8% | +9.7% | -16.5% | -9.7% |
| 3M | -7.1% | +5.3% | -12.4% | -9.0% |
| 6M | -27.6% | +0.5% | -28.1% | -27.9% |
| YTD | -29.2% | +20.6% | -49.8% | -33.8% |
| 1Y | -29.9% | +57.6% | -87.5% | -39.9% |
| 3Y | +198.7% | +50.6% | +148.1% | +154.8% |
| 5Y | +192.9% | +41.8% | +151.1% | +140.5% |
| 10Y | +1,084.1% | +515.1% | +569.1% | +402.6% |
| All | +1,464.0% | +1,179.8% | +284.2% | +399.2% |
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