+0.5%
VALE vs Z
-60.1%
+60.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +1.3% | -13.1% | +14.4% | +1.4% |
| 30D | -14.3% | +5.9% | -20.2% | -14.2% |
| 3M | -16.8% | -13.7% | -3.1% | -16.6% |
| 6M | -30.2% | -27.1% | -3.1% | -29.7% |
| YTD | -8.6% | -56.8% | +48.2% | -8.6% |
| All | +0.5% | -60.1% | +60.6% | +0.7% |
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 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