+57.6%
VALE vs STZ
-12.7%
+70.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | -0.2% | -4.1% | +3.9% | +0.1% |
| 30D | +9.7% | -7.6% | +17.3% | +10.3% |
| 3M | +5.3% | -12.3% | +17.6% | +6.4% |
| 6M | +0.5% | -16.3% | +16.9% | +2.3% |
| YTD | +20.6% | -8.4% | +29.0% | +22.6% |
| 1Y | +57.6% | -10.8% | +68.4% | +57.9% |
| All | +57.6% | -12.7% | +70.3% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling