+3.7%
VALE vs NTRS
+43.5%
-39.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +3.1% |
| 7D | -0.3% | +3.6% | -3.9% | -1.5% |
| 30D | -19.2% | +4.3% | -23.5% | -20.3% |
| 3M | -20.7% | -1.9% | -18.8% | -20.3% |
| 6M | -25.8% | +11.4% | -37.2% | -28.5% |
| YTD | -9.8% | +32.3% | -42.1% | -19.1% |
| 1Y | +3.7% | +42.5% | -38.9% | -10.0% |
| All | +3.7% | +43.5% | -39.8% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling