+3.7%
VALE vs NYT
+16.5%
-12.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.1% |
| 7D | -0.3% | -3.9% | +3.5% | -0.4% |
| 30D | -19.2% | +4.3% | -23.5% | -19.1% |
| 3M | -20.7% | -11.7% | -9.0% | -21.0% |
| 6M | -25.8% | -14.4% | -11.4% | -25.8% |
| YTD | -9.8% | -3.0% | -6.7% | -7.5% |
| 1Y | +3.7% | +16.5% | -12.9% | +8.7% |
| All | +3.7% | +16.5% | -12.9% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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