+61.2%
VALE vs NLY
+20.9%
+40.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.6% | -1.0% | +2.6% | +2.2% |
| 30D | +5.1% | +0.6% | +4.5% | +4.5% |
| 3M | -0.4% | +10.8% | -11.2% | -7.5% |
| 6M | -2.2% | +6.2% | -8.4% | -7.1% |
| YTD | +20.5% | +9.0% | +11.5% | +13.9% |
| 1Y | +61.2% | +19.3% | +41.9% | +48.6% |
| All | +61.2% | +20.9% | +40.3% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling