+31.9%
NXPI vs VALE
+3.0%
+28.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.3% |
| 7D | +5.3% | -0.3% | +5.6% | +5.3% |
| 30D | +9.5% | -19.2% | +28.7% | +17.4% |
| 3M | +12.0% | -20.7% | +32.8% | +20.8% |
| 6M | -8.1% | -25.8% | +17.6% | +1.3% |
| YTD | +23.7% | -9.8% | +33.5% | +13.1% |
| 1Y | +31.9% | +3.7% | +28.3% | -2.4% |
| All | +31.9% | +3.0% | +28.9% | -2.4% |
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