+471.1%
VALE vs NTRA
+1,735.1%
-1,264.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | -1.8% | +1.6% | -3.4% | -2.1% |
| 30D | +6.7% | +3.8% | +2.9% | +6.1% |
| 3M | +4.9% | +48.2% | -43.3% | -1.3% |
| 6M | +3.6% | +61.0% | -57.4% | -4.1% |
| YTD | +21.9% | +44.2% | -22.3% | +14.4% |
| 1Y | +61.6% | +87.3% | -25.7% | +45.9% |
| 3Y | +52.1% | +509.4% | -457.3% | +13.4% |
| 5Y | +43.2% | +175.1% | -131.9% | +12.7% |
| 10Y | +521.5% | +3,203.1% | -2,681.6% | +196.4% |
| All | +471.1% | +1,735.1% | -1,264.0% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling