+2,268.8%
VALE vs NVMI
+9,582.6%
-7,313.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +8.6% | -8.4% | +17.0% | +9.9% |
| 3M | +2.0% | -33.6% | +35.5% | +7.4% |
| 6M | +2.1% | -14.7% | +16.8% | +3.2% |
| YTD | +20.2% | +13.2% | +7.0% | +16.5% |
| 1Y | +55.2% | +29.0% | +26.1% | +47.1% |
| 3Y | +45.9% | +215.0% | -169.1% | +18.1% |
| 5Y | +41.4% | +268.6% | -227.2% | +9.7% |
| 10Y | +513.1% | +3,124.7% | -2,611.7% | +261.1% |
| All | +2,268.8% | +9,582.6% | -7,313.7% | +916.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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