+40.9%
VALE vs NTR
+45.7%
-4.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -0.3% | -1.3% | +1.0% | +0.2% |
| 30D | +8.6% | +16.8% | -8.1% | +2.5% |
| 3M | +2.0% | +20.7% | -18.8% | -5.2% |
| 6M | +2.1% | +0.5% | +1.6% | +0.7% |
| YTD | +20.2% | +29.2% | -9.0% | +6.9% |
| 1Y | +55.2% | +39.6% | +15.6% | +33.0% |
| 3Y | +45.9% | +37.9% | +8.0% | +22.9% |
| All | +40.9% | +45.7% | -4.8% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling