+45.9%
VALE vs NLY
+64.2%
-18.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | -0.3% | -4.0% | +3.7% | +1.7% |
| 30D | +8.6% | -5.2% | +13.9% | +11.4% |
| 3M | +2.0% | +2.8% | -0.8% | +0.2% |
| 6M | +2.1% | +4.2% | -2.1% | -0.2% |
| YTD | +20.2% | +4.7% | +15.6% | +17.3% |
| 1Y | +55.2% | +12.7% | +42.4% | +46.3% |
| 3Y | +45.9% | +62.5% | -16.7% | +24.9% |
| All | +45.9% | +64.2% | -18.3% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling