+3.7%
VALE vs ZCMD
-99.9%
+103.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.1% | +4.2% |
| 7D | -0.3% | -13.3% | +13.0% | -0.1% |
| 30D | -19.2% | -49.6% | +30.4% | -18.2% |
| 3M | -20.7% | -54.6% | +33.9% | -19.7% |
| 6M | -25.8% | -99.8% | +74.0% | -19.0% |
| YTD | -9.8% | -99.9% | +90.1% | -2.8% |
| 1Y | +3.7% | -99.9% | +103.6% | +12.2% |
| All | +3.7% | -99.9% | +103.6% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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