+45.9%
VALE vs NI
+68.9%
-23.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +8.6% | -1.4% | +10.0% | +9.0% |
| 3M | +2.0% | -10.6% | +12.6% | +5.1% |
| 6M | +2.1% | -9.3% | +11.4% | +4.7% |
| YTD | +20.2% | +1.1% | +19.1% | +19.5% |
| 1Y | +55.2% | +3.4% | +51.8% | +53.0% |
| 3Y | +45.9% | +67.9% | -22.0% | +16.0% |
| All | +45.9% | +68.9% | -23.0% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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