+41.8%
VALE vs NOC
+57.3%
-15.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -0.2% | -1.8% | +1.6% | 0.0% |
| 30D | +9.7% | -9.4% | +19.2% | +11.0% |
| 3M | +5.3% | -3.8% | +9.1% | +5.5% |
| 6M | +0.5% | -28.8% | +29.3% | +4.9% |
| YTD | +20.6% | -7.9% | +28.5% | +21.0% |
| 1Y | +57.6% | -9.0% | +66.6% | +58.2% |
| 3Y | +50.6% | +29.1% | +21.5% | +39.9% |
| 5Y | +41.8% | +58.9% | -17.1% | +5.4% |
| All | +41.8% | +57.3% | -15.4% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling