+43.2%
VALE vs STZ
-38.0%
+81.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.9% |
| 7D | -1.8% | -6.0% | +4.2% | -0.8% |
| 30D | +6.7% | -8.9% | +15.5% | +8.3% |
| 3M | +4.9% | -12.6% | +17.4% | +7.3% |
| 6M | +3.6% | -17.2% | +20.8% | +7.0% |
| YTD | +21.9% | -10.0% | +31.9% | +23.2% |
| 1Y | +61.6% | -14.3% | +75.9% | +64.7% |
| 3Y | +52.1% | -49.9% | +102.0% | +72.4% |
| 5Y | +43.2% | -38.2% | +81.4% | +42.8% |
| All | +43.2% | -38.0% | +81.1% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling