+57.6%
VALE vs NXT
+26.5%
+31.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -0.2% | -2.6% | +2.4% | +0.1% |
| 30D | +9.7% | -22.4% | +32.2% | +13.4% |
| 3M | +5.3% | -27.3% | +32.6% | +9.4% |
| 6M | +0.5% | -28.5% | +29.0% | +3.8% |
| YTD | +20.6% | -6.6% | +27.2% | +20.9% |
| 1Y | +57.6% | +20.4% | +37.2% | +57.8% |
| All | +57.6% | +26.5% | +31.1% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling