+2,268.8%
VALE vs NTRS
+447.2%
+1,821.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.0% |
| 7D | -0.3% | +1.4% | -1.6% | -1.1% |
| 30D | +8.6% | -0.7% | +9.3% | +8.9% |
| 3M | +2.0% | +11.3% | -9.3% | -4.7% |
| 6M | +2.1% | +35.5% | -33.4% | -15.5% |
| YTD | +20.2% | +40.6% | -20.4% | -3.2% |
| 1Y | +55.2% | +49.2% | +6.0% | +20.0% |
| 3Y | +45.9% | +167.2% | -121.3% | -24.2% |
| 5Y | +41.4% | +94.9% | -53.6% | -16.2% |
| 10Y | +513.1% | +259.5% | +253.6% | +130.7% |
| All | +2,268.8% | +447.2% | +1,821.7% | +606.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling