+59.6%
VALE vs NVD
-99.2%
+158.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.6% | -0.6% |
| 7D | -1.8% | +0.5% | -2.4% | -1.8% |
| 30D | +6.7% | -9.3% | +15.9% | +6.2% |
| 3M | +4.9% | -22.1% | +27.0% | +3.7% |
| 6M | +3.6% | -45.8% | +49.4% | +0.7% |
| YTD | +21.9% | -46.7% | +68.6% | +18.7% |
| 1Y | +61.6% | -59.5% | +121.0% | +55.8% |
| 3Y | +52.1% | -99.2% | +151.3% | +19.2% |
| All | +59.6% | -99.2% | +158.7% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling