+2,261.1%
VALE vs NDAQ
+2,327.9%
-66.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.5% |
| 7D | +1.6% | -2.4% | +4.0% | +2.5% |
| 30D | +5.1% | +2.5% | +2.7% | +4.0% |
| 3M | -0.4% | +9.9% | -10.3% | -4.8% |
| 6M | -2.2% | +9.4% | -11.6% | -6.7% |
| YTD | +20.5% | +0.4% | +20.1% | +18.3% |
| 1Y | +61.2% | +4.0% | +57.1% | +55.3% |
| 3Y | +43.1% | +94.4% | -51.2% | +4.7% |
| 5Y | +34.0% | +56.7% | -22.8% | +4.7% |
| 10Y | +469.7% | +375.3% | +94.4% | +176.9% |
| All | +2,261.1% | +2,327.9% | -66.8% | +615.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling