+46.4%
VALE vs NTAP
+144.6%
-98.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -0.2% | -1.0% | +0.8% | -0.1% |
| 30D | +9.7% | -7.5% | +17.2% | +10.7% |
| 3M | +5.3% | +14.6% | -9.4% | +3.0% |
| 6M | +0.5% | +91.0% | -90.5% | -10.5% |
| YTD | +20.6% | +73.7% | -53.1% | +9.0% |
| 1Y | +57.6% | +51.2% | +6.4% | +46.0% |
| All | +46.4% | +144.6% | -98.2% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling