+45.9%
VALE vs NTRS
+168.2%
-122.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -0.3% | +1.4% | -1.6% | -0.7% |
| 30D | +8.6% | -0.7% | +9.3% | +8.8% |
| 3M | +2.0% | +11.3% | -9.3% | -1.7% |
| 6M | +2.1% | +35.5% | -33.4% | -7.8% |
| YTD | +20.2% | +40.6% | -20.4% | +6.9% |
| 1Y | +55.2% | +49.2% | +6.0% | +35.0% |
| 3Y | +45.9% | +167.2% | -121.3% | -1.3% |
| All | +45.9% | +168.2% | -122.3% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling