+2,320.2%
VALE vs NSC
+2,115.9%
+204.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | +2.9% | -1.5% | +4.4% | +3.9% |
| 30D | +8.8% | -1.9% | +10.7% | +10.1% |
| 3M | +6.8% | +6.2% | +0.5% | +2.0% |
| 6M | +6.9% | +9.2% | -2.3% | -0.4% |
| YTD | +22.8% | +15.0% | +7.8% | +10.1% |
| 1Y | +61.3% | +21.1% | +40.2% | +39.3% |
| 3Y | +53.3% | +78.6% | -25.3% | -3.9% |
| 5Y | +44.9% | +45.9% | -1.0% | +0.5% |
| 10Y | +486.8% | +326.9% | +159.9% | +75.6% |
| All | +2,320.2% | +2,115.9% | +204.3% | +235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling