+16.3%
NXPI vs VALE
+53.3%
-37.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.7% |
| 7D | +0.7% | +2.9% | -2.2% | -0.8% |
| 30D | -6.6% | +8.8% | -15.4% | -10.7% |
| 3M | -25.4% | +6.8% | -32.2% | -27.9% |
| 6M | +11.9% | +6.9% | +5.0% | +6.0% |
| YTD | +4.0% | +22.8% | -18.8% | -10.2% |
| 1Y | +1.0% | +61.3% | -60.2% | -25.8% |
| 3Y | +16.3% | +53.3% | -37.0% | -17.7% |
| All | +16.3% | +53.3% | -37.0% | -17.7% |
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 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