+3.7%
VALE vs Z
-54.2%
+57.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.4% | -5.3% | +4.0% |
| 7D | -0.3% | +10.2% | -10.5% | -0.4% |
| 30D | -19.2% | +23.7% | -42.9% | -19.2% |
| 3M | -20.7% | -6.6% | -14.2% | -20.6% |
| 6M | -25.8% | -23.0% | -2.8% | -25.3% |
| YTD | -9.8% | -50.3% | +40.5% | -10.0% |
| 1Y | +3.7% | -53.6% | +57.3% | +4.5% |
| All | +3.7% | -54.2% | +57.8% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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