+48.4%
NU vs VALE
+75.1%
-26.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.9% |
| 7D | +6.0% | +2.9% | +3.1% | +5.0% |
| 30D | +10.8% | +8.8% | +2.0% | +7.7% |
| 3M | +32.2% | +6.8% | +25.4% | +29.2% |
| 6M | +5.1% | +6.9% | -1.8% | +2.5% |
| YTD | -8.4% | +22.8% | -31.2% | -14.7% |
| 1Y | +0.7% | +61.3% | -60.5% | -13.6% |
| 3Y | +125.1% | +53.3% | +71.8% | +91.9% |
| All | +48.4% | +75.1% | -26.7% | +21.3% |
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