+55.2%
VALE vs NOC
-9.0%
+64.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.3% | +0.8% | -1.0% | -0.3% |
| 30D | +8.6% | -9.7% | +18.3% | +9.1% |
| 3M | +2.0% | -5.6% | +7.6% | +2.0% |
| 6M | +2.1% | -28.6% | +30.7% | +3.9% |
| YTD | +20.2% | -7.9% | +28.1% | +19.2% |
| 1Y | +55.2% | -9.5% | +64.7% | +53.1% |
| All | +55.2% | -9.0% | +64.1% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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