+3,608.4%
NVO vs VALE
+2,301.5%
+1,306.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.2% |
| 7D | -4.7% | -1.8% | -2.9% | -4.5% |
| 30D | -5.4% | +6.7% | -12.1% | -6.5% |
| 3M | +7.0% | +4.9% | +2.1% | +5.9% |
| 6M | +17.6% | +3.6% | +14.0% | +16.6% |
| YTD | -8.0% | +21.9% | -29.9% | -11.7% |
| 1Y | -13.8% | +61.6% | -75.4% | -21.1% |
| 3Y | -50.3% | +52.1% | -102.4% | -54.4% |
| 5Y | +0.7% | +43.2% | -42.5% | -9.4% |
| 10Y | +155.6% | +521.5% | -365.9% | +63.5% |
| All | +3,608.4% | +2,301.5% | +1,306.9% | +1,453.8% |
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 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