+537.9%
VALE vs Z
+25.1%
+512.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.1% |
| 7D | +1.6% | -3.0% | +4.6% | +2.1% |
| 30D | +5.1% | -4.2% | +9.3% | +5.7% |
| 3M | -0.4% | -3.7% | +3.3% | -0.4% |
| 6M | -2.2% | -24.5% | +22.3% | +2.0% |
| YTD | +20.5% | -49.3% | +69.8% | +34.5% |
| 1Y | +61.2% | -58.7% | +119.9% | +86.2% |
| 3Y | +43.1% | -34.1% | +77.3% | +45.4% |
| 5Y | +34.0% | -64.5% | +98.5% | +46.2% |
| 10Y | +469.7% | -0.5% | +470.2% | +283.0% |
| All | +537.9% | +25.1% | +512.8% | +279.7% |
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 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