+489.2%
VALE vs NSC
+332.1%
+157.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -0.3% | -2.8% | +2.5% | +1.3% |
| 30D | +8.6% | -4.5% | +13.1% | +11.3% |
| 3M | +2.0% | +3.5% | -1.6% | -0.4% |
| 6M | +2.1% | +8.5% | -6.4% | -3.3% |
| YTD | +20.2% | +12.3% | +7.9% | +11.4% |
| 1Y | +55.2% | +18.9% | +36.2% | +39.0% |
| 3Y | +45.9% | +74.1% | -28.2% | -0.3% |
| 5Y | +41.4% | +43.9% | -2.5% | +4.9% |
| All | +489.2% | +332.1% | +157.2% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling