+117.6%
VALE vs NVT
+712.1%
-594.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.2% |
| 7D | -1.8% | +7.0% | -8.8% | -4.4% |
| 30D | +6.7% | -2.3% | +9.0% | +7.1% |
| 3M | +4.9% | -3.1% | +8.0% | +4.5% |
| 6M | +3.6% | +47.0% | -43.4% | -13.7% |
| YTD | +21.9% | +56.2% | -34.3% | -1.0% |
| 1Y | +61.6% | +74.5% | -13.0% | +24.2% |
| 3Y | +52.1% | +184.0% | -131.9% | -12.4% |
| 5Y | +43.2% | +410.8% | -367.6% | -41.4% |
| All | +117.6% | +712.1% | -594.5% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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