+45.4%
NU vs VALE
+72.0%
-26.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.5% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | +10.0% | +9.7% | +0.3% | +6.7% |
| 3M | +29.3% | +5.3% | +24.0% | +26.9% |
| 6M | +0.9% | +0.5% | +0.4% | +0.3% |
| YTD | -10.3% | +20.6% | -30.9% | -15.9% |
| 1Y | -3.2% | +57.6% | -60.8% | -16.3% |
| 3Y | +120.6% | +50.6% | +70.0% | +89.1% |
| All | +45.4% | +72.0% | -26.6% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling