+489.2%
VALE vs NTAP
+650.8%
-161.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.5% | -8.9% | -3.2% |
| 7D | -0.3% | +7.4% | -7.6% | -2.8% |
| 30D | +8.6% | -1.4% | +10.0% | +8.7% |
| 3M | +2.0% | +24.6% | -22.6% | -6.4% |
| 6M | +2.1% | +105.9% | -103.8% | -23.8% |
| YTD | +20.2% | +88.5% | -68.3% | -7.9% |
| 1Y | +55.2% | +62.1% | -6.9% | +25.5% |
| 3Y | +45.9% | +169.1% | -123.2% | -9.4% |
| 5Y | +41.4% | +141.9% | -100.5% | -10.5% |
| All | +489.2% | +650.8% | -161.6% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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