-2.1%
VALE vs Z
-61.0%
+58.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.6% |
| 7D | -1.5% | -4.9% | +3.4% | -1.4% |
| 30D | -15.6% | +3.0% | -18.6% | -15.5% |
| 3M | -19.5% | -13.4% | -6.1% | -19.3% |
| 6M | -31.9% | -27.3% | -4.5% | -31.3% |
| YTD | -11.0% | -57.8% | +46.8% | -11.0% |
| 1Y | -2.1% | -60.0% | +57.9% | -1.9% |
| All | -2.1% | -61.0% | +58.9% | -1.9% |
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