+55.2%
VALE vs ZCMD
-99.9%
+155.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.7% | -0.2% |
| 7D | -0.3% | -5.4% | +5.2% | -0.2% |
| 30D | +8.6% | -24.8% | +33.4% | +9.1% |
| 3M | +2.0% | -62.8% | +64.8% | +0.8% |
| 6M | +2.1% | -99.5% | +101.6% | +8.3% |
| YTD | +20.2% | -99.8% | +120.0% | +28.0% |
| 1Y | +55.2% | -99.9% | +155.1% | +66.2% |
| All | +55.2% | -99.9% | +155.1% | +66.2% |
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