+18.8%
NVDL vs VALE
+57.8%
-39.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | 0.0% |
| 7D | -10.3% | -0.3% | -10.1% | -10.2% |
| 30D | -7.1% | +8.6% | -15.7% | -12.2% |
| 3M | +6.6% | +2.0% | +4.6% | +5.0% |
| 6M | +21.1% | +2.1% | +18.9% | +19.5% |
| YTD | +15.2% | +20.2% | -5.0% | +3.7% |
| 1Y | +18.8% | +55.2% | -36.4% | -10.7% |
| All | +18.8% | +57.8% | -39.0% | -10.7% |
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