-6.3%
NVTS vs VALE
+69.5%
-75.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.5% |
| 7D | +9.7% | +2.9% | +6.8% | +7.7% |
| 30D | -13.6% | +8.8% | -22.4% | -18.4% |
| 3M | -51.0% | +6.8% | -57.7% | -52.8% |
| 6M | +46.3% | +6.9% | +39.4% | +41.2% |
| YTD | +68.1% | +22.8% | +45.2% | +51.4% |
| 1Y | +113.9% | +61.3% | +52.7% | +66.5% |
| 3Y | +45.3% | +53.3% | -8.0% | +15.3% |
| All | -6.3% | +69.5% | -75.7% | -30.7% |
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 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