+34.8%
NXPI vs VALE
+38.6%
-3.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.7% | +1.3% | +0.4% | +1.2% |
| 30D | +19.7% | -14.3% | +34.0% | +25.7% |
| 3M | +14.5% | -16.8% | +31.4% | +21.4% |
| 6M | -11.2% | -30.2% | +19.0% | -0.2% |
| YTD | +25.8% | -8.6% | +34.4% | +27.4% |
| 1Y | +35.2% | +1.6% | +33.6% | +31.9% |
| 3Y | +52.3% | +4.1% | +48.2% | +42.5% |
| 5Y | +34.8% | +38.7% | -3.8% | +26.6% |
| All | +34.8% | +38.6% | -3.7% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling