-7.4%
VALE vs NXT
+213.5%
-220.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.7% |
| 7D | -3.2% | -9.4% | +6.2% | -1.9% |
| 30D | -15.1% | +15.1% | -30.2% | -16.9% |
| 3M | -18.7% | -9.1% | -9.6% | -18.1% |
| 6M | -31.5% | -30.3% | -1.2% | -29.1% |
| YTD | -11.4% | +9.1% | -20.5% | -14.3% |
| 1Y | -1.9% | +7.9% | -9.7% | -5.1% |
| 3Y | +1.7% | +176.5% | -174.8% | -18.0% |
| All | -7.4% | +213.5% | -220.9% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling