+1,701.1%
VALE vs STZ
+1,208.3%
+492.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +1.3% | -0.9% | +2.3% | +1.7% |
| 30D | -14.3% | +14.9% | -29.3% | -19.2% |
| 3M | -16.8% | +8.4% | -25.3% | -20.1% |
| 6M | -30.2% | +2.8% | -33.0% | -31.9% |
| YTD | -8.6% | +7.5% | -16.1% | -13.3% |
| 1Y | +1.6% | +12.5% | -10.9% | -5.6% |
| 3Y | +4.1% | -35.4% | +39.5% | +18.3% |
| 5Y | +38.7% | -29.3% | +68.0% | +48.5% |
| 10Y | +214.6% | +11.8% | +202.8% | +162.7% |
| All | +1,701.1% | +1,208.3% | +492.8% | +359.4% |
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