+180.9%
VALE vs ZCMD
-100.0%
+280.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +2.9% | -1.4% | +4.3% | +2.9% |
| 30D | +8.8% | -21.6% | +30.4% | +9.2% |
| 3M | +6.8% | -67.4% | +74.1% | +5.5% |
| 6M | +6.9% | -99.4% | +106.3% | +11.9% |
| YTD | +22.8% | -99.7% | +122.6% | +30.2% |
| 1Y | +61.3% | -99.9% | +161.1% | +73.2% |
| 3Y | +53.3% | -100.0% | +153.3% | +74.6% |
| 5Y | +44.9% | -100.0% | +144.8% | +65.8% |
| All | +180.9% | -100.0% | +280.9% | +279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling