+40.9%
VALE vs NSC
+42.7%
-1.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -0.3% | -2.8% | +2.5% | +0.7% |
| 30D | +8.6% | -4.5% | +13.1% | +10.3% |
| 3M | +2.0% | +3.5% | -1.6% | +0.5% |
| 6M | +2.1% | +8.5% | -6.4% | -1.3% |
| YTD | +20.2% | +12.3% | +7.9% | +14.6% |
| 1Y | +55.2% | +18.9% | +36.2% | +44.8% |
| 3Y | +45.9% | +74.1% | -28.2% | +13.8% |
| All | +40.9% | +42.7% | -1.7% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling