+214.6%
VALE vs Z
-17.4%
+232.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | +1.3% | -13.1% | +14.4% | +3.5% |
| 30D | -14.3% | +5.9% | -20.2% | -15.5% |
| 3M | -16.8% | -13.7% | -3.1% | -15.5% |
| 6M | -30.2% | -27.1% | -3.1% | -27.4% |
| YTD | -8.6% | -56.8% | +48.2% | +2.9% |
| 1Y | +1.6% | -60.2% | +61.8% | +15.9% |
| 3Y | +4.1% | -19.7% | +23.8% | +1.2% |
| 5Y | +38.7% | -53.7% | +92.4% | +42.0% |
| All | +214.6% | -17.4% | +232.0% | +130.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling