+47.9%
VALE vs NOC
+28.0%
+19.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.8% | -1.6% | -0.3% | -1.8% |
| 30D | +6.7% | -10.4% | +17.0% | +7.1% |
| 3M | +4.9% | -5.6% | +10.5% | +5.0% |
| 6M | +3.6% | -30.4% | +34.0% | +5.2% |
| YTD | +21.9% | -8.5% | +30.4% | +21.9% |
| 1Y | +61.6% | -8.3% | +69.9% | +61.5% |
| All | +47.9% | +28.0% | +19.9% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling