+61.6%
VALE vs Z
-64.1%
+125.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -1.8% | -7.1% | +5.2% | -1.9% |
| 30D | +6.7% | -4.8% | +11.4% | +6.7% |
| 3M | +4.9% | -9.3% | +14.2% | +5.2% |
| 6M | +3.6% | -29.0% | +32.6% | +3.9% |
| YTD | +21.9% | -52.9% | +74.8% | +21.1% |
| 1Y | +61.6% | -63.1% | +124.7% | +58.0% |
| All | +61.6% | -64.1% | +125.7% | +58.0% |
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