+2,268.8%
VALE vs NYT
+88.9%
+2,180.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | +8.6% | +4.6% | +4.0% | +6.9% |
| 3M | +2.0% | -9.6% | +11.6% | +4.7% |
| 6M | +2.1% | -14.0% | +16.1% | +6.3% |
| YTD | +20.2% | -2.8% | +23.1% | +19.3% |
| 1Y | +55.2% | +15.6% | +39.6% | +44.1% |
| 3Y | +45.9% | +56.3% | -10.4% | +18.5% |
| 5Y | +41.4% | +39.5% | +1.9% | +15.4% |
| 10Y | +513.1% | +488.0% | +25.0% | +173.3% |
| All | +2,268.8% | +88.9% | +2,180.0% | +1,114.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling