-10.8%
NVTS vs VALE
+3.0%
-13.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.1% | +4.9% | +5.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -24.4% | -19.2% | -5.2% | -6.9% |
| 3M | -26.5% | -20.7% | -5.8% | -8.5% |
| 6M | -41.4% | -25.8% | -15.6% | -21.0% |
| YTD | +30.7% | -9.8% | +40.4% | +38.7% |
| 1Y | -10.8% | +3.7% | -14.5% | -24.9% |
| All | -10.8% | +3.0% | -13.8% | -24.9% |
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