+1,645.1%
VALE vs NTAP
+1,145.0%
+500.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.4% |
| 7D | -3.2% | +7.2% | -10.4% | -5.6% |
| 30D | -15.1% | -18.4% | +3.3% | -9.5% |
| 3M | -18.7% | -11.3% | -7.4% | -16.6% |
| 6M | -31.5% | +53.8% | -85.2% | -44.1% |
| YTD | -11.4% | +72.0% | -83.4% | -31.5% |
| 1Y | -1.9% | +68.0% | -69.9% | -23.6% |
| 3Y | +1.7% | +149.5% | -147.8% | -35.3% |
| 5Y | +35.4% | +125.6% | -90.2% | -12.4% |
| 10Y | +204.8% | +583.1% | -378.3% | +19.9% |
| All | +1,645.1% | +1,145.0% | +500.2% | +399.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling