+1,634.9%
VALE vs NDAQ
+2,627.5%
-992.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -3.2% | +1.3% | -4.5% | -3.7% |
| 30D | -15.1% | +18.0% | -33.0% | -20.9% |
| 3M | -18.7% | +11.5% | -30.2% | -22.7% |
| 6M | -31.5% | +21.1% | -52.6% | -37.4% |
| YTD | -11.4% | +12.8% | -24.2% | -17.5% |
| 1Y | -1.9% | +25.7% | -27.6% | -12.6% |
| 3Y | +1.7% | +116.8% | -115.1% | -29.0% |
| 5Y | +35.4% | +67.3% | -31.8% | +2.9% |
| 10Y | +204.8% | +473.3% | -268.5% | +36.6% |
| All | +1,634.9% | +2,627.5% | -992.7% | +399.3% |
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