+1,654.5%
VALE vs STZ
+1,212.7%
+441.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -15.6% | +14.7% | -30.3% | -20.3% |
| 3M | -19.5% | +8.8% | -28.3% | -22.9% |
| 6M | -31.9% | +3.1% | -34.9% | -33.6% |
| YTD | -11.0% | +7.9% | -18.8% | -15.7% |
| 1Y | -2.1% | +14.2% | -16.3% | -9.6% |
| 3Y | +1.4% | -35.2% | +36.6% | +15.1% |
| 5Y | +36.2% | -29.6% | +65.7% | +46.1% |
| 10Y | +206.4% | +12.2% | +194.3% | +155.6% |
| All | +1,654.5% | +1,212.7% | +441.8% | +346.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling