+27.4%
VALE vs NXT
+171.8%
-144.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.3% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +6.7% | -20.0% | +26.6% | +9.6% |
| 3M | +4.9% | -30.9% | +35.8% | +9.5% |
| 6M | +3.6% | -23.8% | +27.4% | +5.8% |
| YTD | +21.9% | -5.4% | +27.3% | +20.6% |
| 1Y | +61.6% | +28.0% | +33.5% | +52.9% |
| 3Y | +52.1% | +93.3% | -41.2% | +29.5% |
| All | +27.4% | +171.8% | -144.3% | +3.1% |
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