+2,058.7%
NXPI vs VALE
+6.5%
+2,052.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +6.8% | -3.2% | +10.0% | +7.8% |
| 30D | +20.0% | -15.1% | +35.1% | +26.0% |
| 3M | +14.8% | -18.7% | +33.5% | +22.1% |
| 6M | -10.5% | -31.5% | +21.0% | +0.6% |
| YTD | +23.7% | -11.4% | +35.2% | +26.9% |
| 1Y | +34.1% | -1.9% | +35.9% | +33.0% |
| 3Y | +51.2% | +1.7% | +49.6% | +47.4% |
| 5Y | +33.4% | +35.4% | -2.0% | +13.9% |
| 10Y | +209.2% | +204.8% | +4.4% | +90.1% |
| All | +2,058.7% | +6.5% | +2,052.2% | +2,290.5% |
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