+204.8%
VALE vs STZ
+13.4%
+191.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -3.2% | +2.6% | -5.8% | -4.0% |
| 30D | -15.1% | +15.2% | -30.3% | -19.1% |
| 3M | -18.7% | +7.6% | -26.3% | -21.1% |
| 6M | -31.5% | +5.3% | -36.7% | -33.3% |
| YTD | -11.4% | +8.6% | -20.1% | -15.6% |
| 1Y | -1.9% | +15.6% | -17.4% | -8.7% |
| 3Y | +1.7% | -35.2% | +36.8% | +14.8% |
| 5Y | +35.4% | -29.1% | +64.5% | +44.0% |
| All | +204.8% | +13.4% | +191.4% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling