+2,301.5%
VALE vs NUE
+3,244.7%
-943.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.2% |
| 7D | -1.8% | -2.3% | +0.5% | -0.4% |
| 30D | +6.7% | -6.1% | +12.7% | +10.7% |
| 3M | +4.9% | +1.7% | +3.2% | +2.3% |
| 6M | +3.6% | +53.1% | -49.5% | -23.5% |
| YTD | +21.9% | +59.0% | -37.2% | -12.4% |
| 1Y | +61.6% | +85.3% | -23.8% | +3.7% |
| 3Y | +52.1% | +63.2% | -11.1% | -2.6% |
| 5Y | +43.2% | +146.8% | -103.6% | -39.5% |
| 10Y | +521.5% | +584.3% | -62.8% | +12.6% |
| All | +2,301.5% | +3,244.7% | -943.2% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling