-24.1%
NU vs VALE
+3.0%
-27.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.8% | +1.1% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | -21.0% | -19.2% | -1.8% | -11.7% |
| 3M | -16.3% | -20.7% | +4.4% | -5.6% |
| 6M | -15.3% | -25.8% | +10.5% | -2.3% |
| YTD | -28.4% | -9.8% | -18.6% | -28.4% |
| 1Y | -24.1% | +3.7% | -27.8% | -31.8% |
| All | -24.1% | +3.0% | -27.1% | -31.8% |
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