+371.2%
VALE vs Z
+4.2%
+367.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.2% |
| 7D | -1.5% | -4.9% | +3.4% | -0.6% |
| 30D | -15.6% | +3.0% | -18.6% | -16.5% |
| 3M | -19.5% | -13.4% | -6.1% | -18.2% |
| 6M | -31.9% | -27.3% | -4.5% | -28.8% |
| YTD | -11.0% | -57.8% | +46.8% | +1.9% |
| 1Y | -2.1% | -60.0% | +57.9% | +13.1% |
| 3Y | +1.4% | -21.5% | +22.9% | -1.6% |
| 5Y | +36.2% | -55.0% | +91.1% | +40.1% |
| 10Y | +206.4% | -18.8% | +225.2% | +113.6% |
| All | +371.2% | +4.2% | +367.1% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling