+489.2%
VALE vs NTRA
+3,199.2%
-2,710.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +8.6% | +4.1% | +4.5% | +8.0% |
| 3M | +2.0% | +50.0% | -48.1% | -4.0% |
| 6M | +2.1% | +67.3% | -65.2% | -5.6% |
| YTD | +20.2% | +43.6% | -23.4% | +13.2% |
| 1Y | +55.2% | +89.2% | -34.1% | +40.6% |
| 3Y | +45.9% | +502.5% | -456.7% | +10.4% |
| 5Y | +41.4% | +173.8% | -132.4% | +12.7% |
| All | +489.2% | +3,199.2% | -2,710.0% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling