-31.5%
VALE vs NTAP
+57.3%
-88.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.5% |
| 7D | -3.2% | +7.2% | -10.4% | -3.2% |
| 30D | -15.1% | -18.4% | +3.3% | -15.0% |
| 3M | -18.7% | -11.3% | -7.4% | -18.5% |
| 6M | -31.5% | +53.8% | -85.2% | -30.8% |
| All | -31.5% | +57.3% | -88.8% | -30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling