+489.2%
VALE vs NLY
+81.8%
+407.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | -0.3% | -4.0% | +3.7% | +1.5% |
| 30D | +8.6% | -5.2% | +13.9% | +11.1% |
| 3M | +2.0% | +2.8% | -0.8% | +0.6% |
| 6M | +2.1% | +4.2% | -2.1% | +0.2% |
| YTD | +20.2% | +4.7% | +15.6% | +17.8% |
| 1Y | +55.2% | +12.7% | +42.4% | +47.1% |
| 3Y | +45.9% | +62.5% | -16.7% | +17.4% |
| 5Y | +41.4% | +26.3% | +15.1% | +24.8% |
| All | +489.2% | +81.8% | +407.4% | +410.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling