+45.9%
VALE vs NUE
+61.7%
-15.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -0.3% | -0.6% | +0.4% | -0.1% |
| 30D | +8.6% | -4.6% | +13.2% | +10.0% |
| 3M | +2.0% | -0.3% | +2.3% | +1.6% |
| 6M | +2.1% | +51.9% | -49.8% | -11.0% |
| YTD | +20.2% | +60.0% | -39.8% | +3.3% |
| 1Y | +55.2% | +82.9% | -27.7% | +28.1% |
| 3Y | +45.9% | +66.0% | -20.1% | +15.2% |
| All | +45.9% | +61.7% | -15.8% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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