+53.3%
VALE vs STZ
-50.3%
+103.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.5% | +2.8% |
| 7D | +2.9% | -7.4% | +10.3% | +4.2% |
| 30D | +8.8% | -10.9% | +19.7% | +10.8% |
| 3M | +6.8% | -13.4% | +20.2% | +9.2% |
| 6M | +6.9% | -16.2% | +23.1% | +9.9% |
| YTD | +22.8% | -10.4% | +33.3% | +24.1% |
| 1Y | +61.3% | -14.8% | +76.0% | +64.4% |
| 3Y | +53.3% | -50.1% | +103.5% | +75.6% |
| All | +53.3% | -50.3% | +103.6% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling