+2,320.2%
VALE vs NTAP
+1,195.3%
+1,124.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.2% |
| 7D | +2.9% | +3.3% | -0.3% | +1.7% |
| 30D | +8.8% | -0.2% | +9.0% | +8.5% |
| 3M | +6.8% | +11.4% | -4.6% | +1.7% |
| 6M | +6.9% | +88.7% | -81.8% | -18.3% |
| YTD | +22.8% | +78.9% | -56.1% | -4.9% |
| 1Y | +61.3% | +58.8% | +2.4% | +30.1% |
| 3Y | +53.3% | +153.5% | -100.2% | -1.4% |
| 5Y | +44.9% | +136.7% | -91.9% | -6.6% |
| 10Y | +486.8% | +590.2% | -103.4% | +133.8% |
| All | +2,320.2% | +1,195.3% | +1,124.8% | +594.0% |
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