+45.9%
VALE vs NYT
+56.2%
-10.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | +8.6% | +4.6% | +4.0% | +8.0% |
| 3M | +2.0% | -9.6% | +11.6% | +3.0% |
| 6M | +2.1% | -14.0% | +16.1% | +3.9% |
| YTD | +20.2% | -2.8% | +23.1% | +19.2% |
| 1Y | +55.2% | +15.6% | +39.6% | +48.1% |
| 3Y | +45.9% | +56.3% | -10.4% | +24.7% |
| All | +45.9% | +56.2% | -10.3% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling