+16.1%
NXPI vs VALE
+43.3%
-27.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | -2.3% | -1.8% | -0.4% | -1.7% |
| 30D | -4.3% | +6.7% | -11.0% | -6.5% |
| 3M | -24.7% | +4.9% | -29.5% | -25.9% |
| 6M | +9.7% | +3.6% | +6.1% | +7.5% |
| YTD | +3.8% | +21.9% | -18.1% | -4.1% |
| 1Y | +1.6% | +61.6% | -59.9% | -14.4% |
| 3Y | +16.0% | +52.1% | -36.1% | -2.5% |
| 5Y | +16.1% | +43.2% | -27.1% | +5.9% |
| All | +16.1% | +43.3% | -27.1% | +5.9% |
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 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