+40.9%
VALE vs NYT
+38.8%
+2.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | +8.6% | +4.6% | +4.0% | +7.7% |
| 3M | +2.0% | -9.6% | +11.6% | +3.5% |
| 6M | +2.1% | -14.0% | +16.1% | +4.6% |
| YTD | +20.2% | -2.8% | +23.1% | +19.4% |
| 1Y | +55.2% | +15.6% | +39.6% | +47.5% |
| 3Y | +45.9% | +56.3% | -10.4% | +26.1% |
| All | +40.9% | +38.8% | +2.1% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling