+41.8%
VALE vs ZCMD
-100.0%
+141.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.0% |
| 7D | -0.2% | -2.0% | +1.8% | -0.2% |
| 30D | +9.7% | -19.8% | +29.6% | +10.0% |
| 3M | +5.3% | -62.1% | +67.3% | +4.2% |
| 6M | +0.5% | -99.5% | +100.0% | +1.7% |
| YTD | +20.6% | -99.7% | +120.4% | +22.1% |
| 1Y | +57.6% | -99.9% | +157.5% | +59.6% |
| 3Y | +50.6% | -100.0% | +150.5% | +52.1% |
| 5Y | +41.8% | -100.0% | +141.8% | +47.6% |
| All | +41.8% | -100.0% | +141.8% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling