+2,275.1%
VALE vs NOC
+1,593.2%
+681.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +1.1% |
| 7D | +1.6% | -5.2% | +6.8% | +4.4% |
| 30D | +5.1% | -7.2% | +12.3% | +8.9% |
| 3M | -0.4% | -5.1% | +4.7% | +1.4% |
| 6M | -2.2% | -31.1% | +28.9% | +17.4% |
| YTD | +20.5% | -8.6% | +29.1% | +23.1% |
| 1Y | +61.2% | -9.7% | +70.9% | +65.0% |
| 3Y | +43.1% | +24.3% | +18.9% | +16.2% |
| 5Y | +34.0% | +52.6% | -18.7% | -9.7% |
| 10Y | +469.7% | +183.6% | +286.1% | +132.7% |
| All | +2,275.1% | +1,593.2% | +681.9% | +182.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling