+53.3%
VALE vs Z
-37.5%
+90.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +2.6% |
| 7D | +2.9% | -3.3% | +6.2% | +3.2% |
| 30D | +8.8% | -3.7% | +12.5% | +9.0% |
| 3M | +6.8% | -7.0% | +13.7% | +7.2% |
| 6M | +6.9% | -29.5% | +36.4% | +10.8% |
| YTD | +22.8% | -52.6% | +75.4% | +33.4% |
| 1Y | +61.3% | -64.0% | +125.3% | +82.3% |
| 3Y | +53.3% | -36.4% | +89.7% | +58.1% |
| All | +53.3% | -37.5% | +90.8% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling