+1.7%
VALE vs NDAQ
+117.7%
-116.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -3.2% | +1.3% | -4.5% | -3.4% |
| 30D | -15.1% | +18.0% | -33.0% | -17.5% |
| 3M | -18.7% | +11.5% | -30.2% | -20.3% |
| 6M | -31.5% | +21.1% | -52.6% | -34.1% |
| YTD | -11.4% | +12.8% | -24.2% | -13.7% |
| 1Y | -1.9% | +25.7% | -27.6% | -7.5% |
| 3Y | +1.7% | +116.8% | -115.1% | -24.8% |
| All | +1.7% | +117.7% | -116.0% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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