+43.2%
VALE vs NDAQ
+52.5%
-9.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -1.8% | -1.6% | -0.3% | -1.5% |
| 30D | +6.7% | -1.5% | +8.1% | +6.9% |
| 3M | +4.9% | +8.0% | -3.2% | +2.6% |
| 6M | +3.6% | +7.7% | -4.1% | +1.1% |
| YTD | +21.9% | -2.3% | +24.2% | +21.6% |
| 1Y | +61.6% | +0.6% | +61.0% | +59.7% |
| 3Y | +52.1% | +90.9% | -38.8% | +23.5% |
| 5Y | +43.2% | +52.5% | -9.3% | +19.5% |
| All | +43.2% | +52.5% | -9.3% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling