-52.9%
NVO vs VALE
+45.4%
-98.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -7.6% | -0.3% | -7.3% | -7.5% |
| 30D | -6.0% | +8.6% | -14.6% | -7.5% |
| 3M | -0.8% | +2.0% | -2.8% | -1.3% |
| 6M | +16.5% | +2.1% | +14.3% | +15.7% |
| YTD | -11.1% | +20.2% | -31.3% | -16.3% |
| 1Y | -16.7% | +55.2% | -71.9% | -26.6% |
| 3Y | -52.9% | +45.9% | -98.8% | -59.3% |
| All | -52.9% | +45.4% | -98.3% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling