+57.4%
VALE vs NVD
-99.1%
+156.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -0.3% | +10.8% | -11.1% | +0.5% |
| 30D | +8.6% | +0.8% | +7.9% | +8.9% |
| 3M | +2.0% | -20.8% | +22.8% | +0.9% |
| 6M | +2.1% | -41.2% | +43.3% | -0.2% |
| YTD | +20.2% | -44.2% | +64.4% | +17.5% |
| 1Y | +55.2% | -54.2% | +109.3% | +50.8% |
| 3Y | +45.9% | -99.1% | +145.0% | +14.4% |
| All | +57.4% | -99.1% | +156.5% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 5y: compounded portfolio wealth divided by compounded NVD 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…
5y analysis · Full analysis span regression · 6 months rolling